[R] Closed form for regression splines
roger koenker
rkoenker at uiuc.edu
Mon Dec 5 14:50:23 CET 2005
you can do:
X <- model.matrix(formula, data = your.data)
url: www.econ.uiuc.edu/~roger Roger Koenker
email rkoenker at uiuc.edu Department of Economics
vox: 217-333-4558 University of Illinois
fax: 217-244-6678 Champaign, IL 61820
On Dec 5, 2005, at 7:36 AM, Stephen A Roberts wrote:
>
> Greetings,
>
> I have a model fitted using bs() and need to be able to write down
> a closed form for the spline function to enable the use of the
> fitted model outside R. Does anyone know a simple way of extracting
> the piecewise cubics from the coefficients and knots? As far as I
> know they are defined by recurrence relationships, but the R
> implementation is buried in C code, and I guess in non-trivial to
> invert. I know about predict.bs() within R, but I want the full
> piecewise cubic.
>
> Steve.
>
> Dr Steve Roberts
> steve.roberts at manchester.ac.uk
>
> Senior Lecturer in Medical Statistics,
> Biostatistics Group,
> University of Manchester,
>
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