[R] How to generate natural cubic spline in R?

Stephan Kolassa Stephan.Kolassa at gmx.de
Tue Mar 31 12:09:00 CEST 2009


if you are looking for *natural* cubic splines (linear beyond the outer 
knots), you could use rcs() in Frank Harrell's Design package.


David Winsemius schrieb:
> If one enters:
> ??"spline"
> ... You get quite a few matches. The one in the stats functions that 
> probably answers your specific questions is:
> "splinefun {stats}                  R Documentation
> Interpolating Splines               Description
> Perform cubic (or Hermite) spline interpolation of given data points, 
> returning either a list of points obtained by the interpolation or a 
> function performing the interpolation."
> "splinefun returns a function with formal arguments x and deriv, the 
> latter defaulting to zero. This function can be used to evaluate the 
> interpolating cubic spline (deriv=0), or its derivatives (deriv=1,2,3) 
> at the points x, where the spline function interpolates the data points 
> originally specified. This is often more useful than spline."
> Perhaps you need to review from you basic intro material regarding
> help.search("text")     # or
> ??"text"    # possibilities.

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