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How to generate natural cubic spline in R?

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minben

How to generate natural cubic spline in R?

Suppose I have two var x and y,now I want to fits a natural cubic
spline in x to y,at the same time create new var containing the
smoothed values of y. How can I get it?

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David Winsemius

Re: How to generate natural cubic spline in R?

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.

--
David Winsemius

On Mar 30, 2009, at 10:58 PM, minben wrote:

> Suppose I have two var x and y,now I want to fits a natural cubic
> spline in x to y,at the same time create new var containing the
> smoothed values of y. How can I get it?
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius, MD
Heritage Laboratories
West Hartford, CT

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Stephan Kolassa

Re: How to generate natural cubic spline in R?

Hi,

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

HTH,
Stephan

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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Spencer Graves-3

Re: How to generate natural cubic spline in R?

In reply to this post by minben

Hello:

If B-splines will suffice, there are many capabilities in R for
that. My favorite is the 'fda' package, but 'splines' and other
packages are also good.

The "splinefun" function in the "base" package returns a function
to compute spline interpolations optionally using a natural spline.
However, that is an interpolation spline and therefore does no smoothing.

To find other options for natural splines, I suggest you try the
CRAN packages splines, mboost, pspline, Design, and mgcv. I found them
using the "RSiteSearch" packages available from R-Forge via
'install.packages("RSiteSearch", repos="http://r-forge.r-project.org")',
which also identified the "siggenes" package (which is not on CRAN). I
don't know if any of these actually use natural splines, but this gives
you a reasonably short list to consider.

Hope this helps.
Spencer Graves
p.s. The following are the commands I used with the "RSiteSearch"
package:

library(RSiteSearch)
natSpl <- RSiteSearch.function('natural spline')
str(natSpl)
summary(natSpl)

natSpl[1:23, c(1, 4, 5, 7)]

minben wrote:

> Suppose I have two var x and y,now I want to fits a natural cubic
> spline in x to y,at the same time create new var containing the
> smoothed values of y. How can I get it?
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
>

David Winsemius

Re: How to generate natural cubic spline in R?

In reply to this post by Stephan Kolassa

The splinefun documentation indicates that "natural" is one of the
types of cubic spline options available.

Does rcs actually do fitting? Such would not be my expectation on
reading the documentation and I do not see any examples of such
functionality in the help pages.

--
David Winsemius

On Mar 31, 2009, at 6:09 AM, Stephan Kolassa wrote:

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

David Winsemius, MD
Heritage Laboratories
West Hartford, CT

______________________________________________
[hidden email] mailing list
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and provide commented, minimal, self-contained, reproducible code.

Stephan Kolassa

Re: How to generate natural cubic spline in R?

Hi David,

David Winsemius schrieb:
> The splinefun documentation indicates that "natural" is one of the types
> of cubic spline options available.

That sounds good, didn't know that... rcs() has the advantage of coming
with a book (Harrell's "Regression Modeling Strategies").

> Does rcs actually do fitting? Such would not be my expectation on
> reading the documentation and I do not see any examples of such
> functionality in the help pages.

Nope, but you can include rcs() within fitting functions,
lm(foo~rcs(bar,3)), which makes more sense to me than having a spline
function fit... Looks like better encapsulation to me.

Best,
Stephan

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Frank Harrell

Re: How to generate natural cubic spline in R?

In reply to this post by David Winsemius

David Winsemius wrote:
> The splinefun documentation indicates that "natural" is one of the types
> of cubic spline options available.
>
> Does rcs actually do fitting? Such would not be my expectation on
> reading the documentation and I do not see any examples of such
> functionality in the help pages.

It expands a predictor into the truncated power basis functions for the
natural cubic spline. This is an easier basis to use than the B-spline
basis. rcs calls the Hmisc function rcspline.eval which you may want to
look at first.

Frank

--
Frank E Harrell Jr Professor and Chair School of Medicine
Department of Biostatistics Vanderbilt University

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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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Frank Harrell
Department of Biostatistics, Vanderbilt University

Martin Maechler

Re: How to generate natural cubic spline in R?

In reply to this post by Stephan Kolassa

>>>>> "SK" == Stephan Kolassa <[hidden email]>
>>>>> on Tue, 31 Mar 2009 22:20:50 +0200 writes:

SK> Hi David,
SK> David Winsemius schrieb:
>> The splinefun documentation indicates that "natural" is one of the types
>> of cubic spline options available.

SK> That sounds good, didn't know that... rcs() has the advantage of coming
SK> with a book (Harrell's "Regression Modeling Strategies").

well, and splinefun() comes with R !!!

>> Does rcs actually do fitting? Such would not be my expectation on
>> reading the documentation and I do not see any examples of such
>> functionality in the help pages.

SK> Nope, but you can include rcs() within fitting functions,
SK> lm(foo~rcs(bar,3)), which makes more sense to me than having a spline
SK> function fit... Looks like better encapsulation to me.

well, but ns() has been part of the S language for ages, and
part of R since its very early days,
exactly for the purpose to be used in something like
lm(y ~ ns(.) + ..)

So while rcs() may have extra merits, (I assume it does, as I
assume Frank Harrell will have known about ns()),
in order to solve the OP's problem, I still believe that
"standard R" [and "good old S version 3 for that matter]
contains all functionality needed.

Martin Maechler, ETH Zurich

SK> Best,
SK> Stephan

SK> ______________________________________________
SK> [hidden email] mailing list
SK> https://stat.ethz.ch/mailman/listinfo/r-help
SK> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
SK> and provide commented, minimal, self-contained, reproducible code.

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Martin Maechler

Re: How to generate natural cubic spline in R?

In reply to this post by Spencer Graves-3

>>>>> "SpG" == spencerg <[hidden email]>
>>>>> on Tue, 31 Mar 2009 07:35:07 -0700 writes:

SpG> Hello:
SpG> If B-splines will suffice, there are many capabilities in R for
SpG> that. My favorite is the 'fda' package, but 'splines' and other
SpG> packages are also good.

SpG> The "splinefun" function in the "base" package returns a function
SpG> to compute spline interpolations optionally using a natural spline.
SpG> However, that is an interpolation spline and therefore does no smoothing.

SpG> To find other options for natural splines, I suggest you try the
SpG> CRAN packages splines, mboost, pspline, Design, and mgcv. I found them
SpG> using the "RSiteSearch" packages available from R-Forge via
SpG> 'install.packages("RSiteSearch", repos="http://r-forge.r-project.org")',
SpG> which also identified the "siggenes" package (which is not on CRAN). I
SpG> don't know if any of these actually use natural splines, but this gives
SpG> you a reasonably short list to consider.

Just a quick note with a small correction:

'splines' is *not* a CRAN, but a "standard R" aka "base R"
package that has "always" been "with us", and in my eyes contains
(almost IIRC) everything you'd ever want for univariate natural splines.

In particular, note the 'Priority' and 'Author' fields in
> packageDescription("splines")

Martin Maechler, ETH Zurich

SpG> Hope this helps.
SpG> Spencer Graves
SpG> p.s.

[.........]

SpG> minben wrote:
>> Suppose I have two var x and y,now I want to fits a natural cubic
>> spline in x to y,at the same time create new var containing the
>> smoothed values of y. How can I get it?

______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.