[R] Optimal knot locations for splines

[Spencer Graves]

      RSiteSearch('free knot splines', 'fun') produced 5 hits, the first 
of which is curfit.free.knot {DierckxSpline}. 

      RSiteSearch('estimate knots', 'fun') produced 54 hits, but I don't 
know if any of those would help you. 

      Spencer Graves

Mike Dugas wrote:
> Suppose I have two variables, x and y.  For a fixed number of knots, I want
> to create a spline transformation of x such that a loss function is
> minimized.  Presumably, this loss function would be least squares, i.e. sum
> (f(x)-y)^2.  The spline transformations would be linear, quadratic or
> cubic.  I know I can solve this problem using some optimization function in
> R, but I was wondering if anyone knew of a package that already solved this
> problem.
>
> I am conceving the solution as beginning with equidistant knot locations
> based on the percentiles of x.  Then some routine would optimally shift
> around the knot locations to minimize the loss function.
>
> Mike
>
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