Package: gps 1.2
Zheyuan Li
gps: General P-Splines
General P-splines are non-uniform B-splines penalized by a general difference penalty, proposed by Li and Cao (2022) <arxiv:2201.06808>. Constructible on arbitrary knots, they extend the standard P-splines of Eilers and Marx (1996) <doi:10.1214/ss/1038425655>. They are also related to the O-splines of O'Sullivan (1986) <doi:10.1214/ss/1177013525> via a sandwich formula that links a general difference penalty to a derivative penalty. The package includes routines for setting up and handling difference and derivative penalties. It also fits P-splines and O-splines to (x, y) data (optionally weighted) for a grid of smoothing parameter values in the automatic search intervals of Li and Cao (2023) <doi:10.1007/s11222-022-10178-z>. It aims to facilitate other packages to implement P-splines or O-splines as a smoothing tool in their model estimation framework.
Authors:
gps_1.2.tar.gz
gps_1.2.tar.gz(r-4.5-noble)gps_1.2.tar.gz(r-4.4-noble)
gps_1.2.tgz(r-4.4-emscripten)gps_1.2.tgz(r-4.3-emscripten)
gps.pdf |gps.html✨
gps/json (API)
# Install 'gps' in R: |
install.packages('gps', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/zheyuanli/gps/issues
Last updated 1 years agofrom:23fb8855ff. Checks:OK: 2. Indexed: no.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 26 2024 |
R-4.5-linux-x86_64 | OK | Nov 26 2024 |
Exports:btSbDemoBSDemoKnotsDemoNullDemoPBSDemoRhoLimDemoSplDiffCoefgps2GSGramBSMakeGridMPinvpbsDesignPlaceKnotsPriorCoefrsplSparseDSparsePD
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Demonstrate the construction of ordinary B-splines | DemoBS |
Demonstrate ordinary cubic B-splines on three types of knots | DemoKnots |
Demonstrate the null space of P-splines | DemoNull |
Demonstrate the construction of periodic B-splines | DemoPBS |
Demonstrate a polynomial spline and its B-spline representation | DemoSpl |
Penalized B-splines estimation with automatic grid search of their smoothing parameter | DemoRhoLim gps2GS |
Gram matrix of B-splines | GramBS |
Make a grid of x-values between domain knots | MakeGrid |
Wiggliness penalties for penalized B-splines | MPinv penalties penalty PriorCoef SparseD |
Utility functions for working with wiggliness penalties | btSb DiffCoef penalty.utilities penalty.utils penutils |
Design matrix and general difference matrices for periodic B-splines | pbsDesign periodic SparsePD |
Automatically place knots according to data | PlaceKnots |
Simulate random cubic splines | random.splines rspl |