Questions about piecewise spline fitting
Hi, What you need is just the bs() or ns() functions in the library splines in the R-software. You have to specify the knots and can specify the degree. For instance: library(splines) bs(1:20, knots=c(5,11), degree=1) #performs three #straight lines with break-point at x=5 and 11 for the variable 1:20 lm(y~bs(1:20, knots=c(5,11), degree=1)) #piecewise linear regression Common "problem" is that the beta parameters for the pseudo-variables inducted by bs() are not interpretable (i.e. in linear case they don't represents the slopes in each piece). best, vito ----- Original Message ----- From: "Gang Liang" <gumpleon at hotmail.com> To: <r-help at hypatia.math.ethz.ch> Sent: Wednesday, December 05, 2001 7:05 AM Subject: [R] Questions about piecewise spline fitting
Hi All, I want to fit a piecewise spline of degree 1, i.e. a spline consisting of
a
straight line over each piece. I downloaded the R package pspline, then I have following questions: 1. in the program, the degree of the spline is specified by 2*norder-1.
Why
do they adopt such scheme that we can only fit a spline with odd degree? 2. norder cannot be set to 1. Is there any specific reason for doing so? Maybe I need to code this by myself. So I'd like to hear your advices. Thanks in advance, Gang
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