RSiteSearch('free knot splines', 'fun') produced 5 hits, the
first
of which is curfit.free.knot {DierckxSpline}.
RSiteSearch('estimate knots', 'fun') produced 54 hits, but
I don't
know if any of those would help you.
Spencer Graves
Mike Dugas wrote:> Suppose I have two variables, x and y. For a fixed number of knots, I want
> to create a spline transformation of x such that a loss function is
> minimized. Presumably, this loss function would be least squares, i.e. sum
> (f(x)-y)^2. The spline transformations would be linear, quadratic or
> cubic. I know I can solve this problem using some optimization function in
> R, but I was wondering if anyone knew of a package that already solved this
> problem.
>
> I am conceving the solution as beginning with equidistant knot locations
> based on the percentiles of x. Then some routine would optimally shift
> around the knot locations to minimize the loss function.
>
> Mike
>
> [[alternative HTML version deleted]]
>
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