ssym (version 1.5.2)

psp: Tool to build B-spline basis and penalty matrices, which can be used to approximate functions by P-splines.

Description

psp builds the B-spline basis and penalty matrices.

Usage

psp(xx, lambda, nknots, diff)

Arguments

xx

the explanatory variable.

lambda

an optional positive value, which corresponds to the smoothing parameter.

nknots

an optional integer specifying the number of internal knots. Defaul is $[n^(1/3)]$

diff

an optional integer specifying the order of the difference penalty term. Default is 2.

Value

• xx
  a matrix with the following attributes: B-spline basis matrix, penalty matrix, and smoothing parameter (if it has been specified).

References

Eilers P.H.C. and Marx B.D. (1996). Flexible smoothing with B-splines and penalties. Statistical Science. 11, 89-121.

Examples

n <- 300
t <- sort(round(runif(n),digits=2))

t2 <- psp(t, diff=3)
N <- attr(t2, "N") ## B-spline basis matrix
M <- attr(t2, "K") ## Penalty Matrix