[R] getting the smoother matrix from smooth.spline

Simon Wood sw283 at maths.bath.ac.uk
Sat Jul 1 15:47:52 CEST 2006


maybe not directly, as it's returning the hat/influence/smoother matrix 
rather than the model/design matrix itself... however a similar trick 
which manipulated the `fit$coef' component of a single spline fit and then 
predicted from this at the x values would be one way of extracting the 
model matrix.

> Perhaps this could be developed into a spline smooth method
> for model.matrix and included in R.
>
> On 6/30/06, Simon Wood <sw283 at maths.bath.ac.uk> wrote:
>> smooth.matrix = function(x, df){
>>  n = length(x);
>>  A = matrix(0, n, n);
>>  for(i in 1:n){
>>        y = rep(0, n); y[i]=1;
>>        yi = predict(smooth.spline(x, y, df=df),x)$y;
>>        A[,i]= yi;
>> }
>>  (A+t(A))/2;
>> }
>> 
>> 
>> >- Simon Wood, Mathematical Sciences, University of Bath, Bath BA2 7AY
>> >-             +44 (0)1225 386603         www.maths.bath.ac.uk/~sw283/
>> 
>> 
>> On Sat, 24 Jun 2006, Gregory Gentlemen wrote:
>> 
>> > Can anyone tell me the trick for obtaining the smoother matrix from 
>> smooth.spline when there are non-unique values for x. I have the following 
>> code but, of course, it only works when all values of x are unique.
>> >
>> >  ## get the smoother matrix (x having unique values
>> > smooth.matrix = function(x, df){
>> > n = length(x);
>> > A = matrix(0, n, n);
>> > for(i in 1:n){
>> >       y = rep(0, n); y[i]=1;
>> >       yi = smooth.spline(x, y, df=df)$y;
>> >       A[,i]= yi;
>> > }
>> > (A+t(A))/2;
>> > }
>> >
>> >
>> >  Thanks for any assistance,
>> >  Gregory
>> >
>> >
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