[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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