search for: backspline

I'm sure I'm doing something completely boneheaded here, but I've used this idiom (constructing an interpolation spline and using prediction from a backSpline to find an approximation profile confidence interval) many times before and haven't hit this particular problem: r2 <- c(1.04409027570601, 1.09953936543359, 1.15498845516117, 1.21043754488875, 1.26588663461633, 1.32133572434391, 1.37678481407149, 1.43223390379907, 1.48...

I get the following error: Error in backSpline.npolySpline(sp) : spline must be monotone Has anyone had this error before? any ideas on a workaround? > > vols=read.csv(file="C:/Documents and Settings/Hugh/My > Documents/PhD/Swaption vols.csv" + , header=TRUE, sep=",") > X<-ts(vols[,2]) > #X > >...

Hi all, I'm looking for smooth monotone estimation packages, preferably using splines. I downloaded the 'cobs' package and intend to use it, but since it offers only quadratic splines based on L1 minimization, I'd like to compare its performance to that of a more 'mainstream' cubic-spline, L2-norm minimizing spline. Preferably a smoothing spline. Does anyone know of such

...I need are described below. I have several variables that I need concurrently in the same model. I looked at package mgcv but I do not know if/how I can use it in GLM (not GAM) : I could not manage to adapt the mono.con(mgcv) example to GLM. The help for package fda is not complete. Not sure that backSpline(splines) does what I need. isoreg (modreg) seems to do univariate regressions. Some of my covariates are linear. Three covariates (x1,x2 and x3) must be transformed in a decreasing and convex way like this: |o |o | o | o | o | o | ooooo |----------------- Currently, I...

...EC~s(WRM)+PWM+fdays+fvar) Now, I can easily measure O_EC, PWM, fvar, and fdays, but not WRM. I can get a good estimate for s(WRM) by straight algebra and get a rough eyeball estimate of WRM from the s(WRM) vs WRM plot: s(WRM) ~ O_EC - B0 - B1*PWM - B2*fdays - B3*fvar Is there any way of using a backSpline or other inverse spline since s(WRM) is not monotone? Or is it possible to obtain a formula for the smooth that I can mathematically solve for? Thank you, Geoff -- Be Yourself @ mail.com! Choose From 200+ Email Addresses Get a Free Account at www.mail.com

...Functional Data Object fda::/.fd FDA internal functions fda::monfn Evaluates a monotone function fda::smooth.monotone Monotone Smoothing of Data mgcv::mono.con Monotonicity constraints for a cubic regression spline splines::backSpline Monotone Inverse Spline stats::isoreg Isotonic / Monotone Regression but none of these are specifically for an I-spline. Any help would be much appreciated. Helen Powell (Glsagow)

...al did not duplicate in a case it should have. ? tempfile() now always gives a random file name (even if the directory is specified) when called directly after startup and before the R RNG had been used. (PR#14381) ? quantile(type=6) behaved inconsistently. (PR#14383) ? backSpline(.) behaved incorrectly when the knot sequence was decreasing. (PR#14386) ? The reference BLAS included in R was assuming that 0*x and x*0 were always zero (whereas they could be NA or NaN in IEC 60559 arithmetic). This was seen in results from tcrossprod, and for exam...

...al did not duplicate in a case it should have. ? tempfile() now always gives a random file name (even if the directory is specified) when called directly after startup and before the R RNG had been used. (PR#14381) ? quantile(type=6) behaved inconsistently. (PR#14383) ? backSpline(.) behaved incorrectly when the knot sequence was decreasing. (PR#14386) ? The reference BLAS included in R was assuming that 0*x and x*0 were always zero (whereas they could be NA or NaN in IEC 60559 arithmetic). This was seen in results from tcrossprod, and for exam...

...cal/lib/R/library/splines/INDEX action: create D: file: /usr/local/lib/R/library/splines/R action: create D: file: /usr/local/lib/R/library/splines/R-ex action: create D: file: /usr/local/lib/R/library/splines/R-ex/asVector.R action: create D: file: /usr/local/lib/R/library/splines/R-ex/backSpline.R action: create D: file: /usr/local/lib/R/library/splines/R-ex/bs.R action: create D: file: /usr/local/lib/R/library/splines/R-ex/interpSpline.R action: create D: file: /usr/local/lib/R/library/splines/R-ex/ns.R action: create D: file: /usr/local/lib/R/library/splines/R-ex/periodicSpli...

...text html latex example sortedXyData text html latex example >>> Building/Updating help pages for package `splines' Formats: text html latex example asVector text html latex example backSpline text html latex example bs text html latex example interpSpline text html latex example ns text html latex example periodicSpline text...