[R] Pspline smoothing

Simon Wood snw at mcs.st-and.ac.uk
Tue Nov 26 13:47:18 CET 2002


The mgcv and gss packages will both let you fit higher order splines
(penalized regression splines in mgcv and full splines in gss). In mgcv
it's something like:

time <- 1:100
x <- rnorm(100)
gam(x~s(time,m=3)) # default basis dimension 10 p.r. spl.
gam(x~s(time,m=3,k=100)) # use full smoothing spl. 

(the latter is not a good idea if number of data is large!)

Simon
  ______________________________________________________________________
> Simon Wood  snw at st-and.ac.uk  http://www.ruwpa.st-and.ac.uk/simon.html
> CREEM, The Observatory, Buchanan Gardens, St Andrews, Fife KY16 9LZ UK
> Direct telephone: (0)1334 461844          Indirect fax: (0)1334 463748 


> Dear all,
> 
> I'm trying to use the Pspline add-on package to fit a quintic spline 
> (norder =3), but I keep running into a Singularity error.
> 
> >  traj.spl <- smooth.Pspline(time, x, norder=3 )
> Error in smooth.Pspline(time, x, norder = 3) :
> 	Singularity error in solving equations
> >
> 
> Playing around with the other parameters produces an "unused arguments" error:
> 
> >  traj.spl <- smooth.Pspline(time, x, norder=3 , cv=FALSE, method=3)
> Error in smooth.Pspline(time, x, norder = 3, cv = FALSE, method = 3) :
> 	unused argument(s) (cv ...)
> >
> 
> Setting norder=2 doesn't produce an error but summary indicates norder=1.
> 
> >  traj.spl <- sm.spline (time,x, norder=2, cv=FALSE)
> >  summary (traj.spl)
>         Length Class  Mode
> norder  1     -none- numeric
> x      36     -none- numeric
> ysmth  36     -none- numeric
> lev    36     -none- numeric
> gcv     1     -none- numeric
> cv      1     -none- numeric
> df      1     -none- numeric
> spar    1     -none- numeric
> call    6     -none- call
> >
> 
> Has anybody been able to fit quintic splines with Pspline or has some 
> advise how to avoid the Singularity error?
> 
> Thank you,
> 	Martin
> 
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