[R] Closed form for regression splines
Frank E Harrell Jr
f.harrell at vanderbilt.edu
Mon Dec 5 16:11:32 CET 2005
roger koenker wrote:
> you can do:
>
> X <- model.matrix(formula, data = your.data)
>
>
> url: www.econ.uiuc.edu/~roger Roger Koenker
Or use a simpler basis such as the truncated power basis, and rely on
accuracy of modern matrix algebra routines to handle the non-orthogonality:
library(Design)
f <- fittingfunction(y ~ rcs(age,5)+sex)
Function(f) # see algebraic form
latex(f) # see nicely typeset algebraic form
publish2Web(f) # Planned future function for evaluating models on the
web using R's predict( ) function
Frank Harrell
> 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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>
>
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--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University
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