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multidimensional (smoothing) splines

1 message · Tamas K Papp

#
Hi,

I am approximation a value function (in dynamic programming) V:
R^n->R.  In different versions of the problem, n is between 2 and 5.
I would like to use splines to use this, I checked the mailing list
and CRAN but couldn't find anything that would help me (Tps in fields
is too slow, cobs would be really nice but seems to be
one-dimensional).  Is there any package that would at least give me
the basis for multidimensional b-splines?  Or even one that would do
the fitting, perhaps even with constaints on derivatives at the edges
(which I can specify from theory)?

Thank you,

Tamas