[R] splineDesign and not-a-knot conditions

[Tamas K Papp]

I finally found the answer: the easiest way to enforce this is just
removing the 2 knots, like this:

## thanks for all those who replied to the increasing sequences questions
incseq <- function(a,b) {
  if (a <= b)
    seq.int(from=a,to=b)
  else
    integer(0)
}

## remove & augment knots
extendknots <- function(x) {
  stopifnot(length(x) >= 4 && all(diff(x) > 0))
  l <- length(x)                        # last element
  c(rep(x[1],4),x[incseq(3,l-2)],rep(x[l],4))
}

library(splines)
x <- 0:10  # knots
splineDesign(extendknots(x),x) # design matrix to fit not-a-knot cubic splines

Tamas



On Tue, Nov 14, 2006 at 10:41:39PM -0500, Tamas K Papp wrote:

> Hi,
> 
> I would like to fit an (interpolating) spline to data where the
> derivatives at the endpoints of the interval are nonzero, thus the
> natural spline endpoint-specification does not make sense.  Books (de
> Boor, etc) suggest that in this case I use not-a-knot splines.
> 
> I know what not-a-knot splines are (so if I were solving for the
> coefficients directly I knew how to do this), but I don't know how to
> sensibly enforce this restriction on the B-spline basis.  I would
> appreciate any advice, references or example code.
> 
> Thanks,
> 
> Tamas
> 
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