vsmooth.spline {VGAM} | R Documentation |
Fits a vector cubic smoothing spline.
vsmooth.spline(x, y, w, df = rep(5, M), spar = NULL, all.knots = FALSE, iconstraint = diag(M), xconstraint = diag(M), constraints = list("(Intercepts)" = diag(M), x = diag(M)), tol.nl = 0.01, var.arg = FALSE, scale.w = TRUE, nk = NULL)
x |
A vector, matrix or a list.
If a list, the x component is used.
If a matrix, the first column is used.
x may also be a complex vector, in which case
the real part is used, and the imaginary part is used for the response.
In this help file, n is the number of unique values of x .
|
y |
A vector, matrix or a list.
If a list, the y component is used.
If a matrix, all but the first column is used.
In this help file, M is the number of columns of y if
there are no constraints on the functions.
|
w |
The weight matrices or the number of observations.
If the weight matrices, then this must be a n -row matrix
with the elements in matrix-band form (see iam ).
If a vector, then these are the number of observations.
By default, w is the M by M identity
matrix, denoted by matrix(1, n, M) .
|
df |
Numerical vector containing the degrees of
freedom for each component function (smooth).
If necessary, the vector is recycled to have length equal
to the number of component functions to be estimated
(M if there are no constraints), which
equals the number of columns of the x -constraint matrix.
A value of 2 means a linear fit, and each element of
df should lie between 2 and n .
The larger the values of df the more wiggly the
smooths.
|
spar |
Numerical vector containing the non-negative smoothing
parameters for each component function (smooth).
If necessary, the vector is recycled to have length equal
to the number of component functions to be estimated
(M if there are no constraints), which
equals the number of columns of the x -constraint matrix.
A value of zero means the smooth goes through the data and hence
is wiggly.
A value of Inf may be assigned, meaning the smooth will
be linear.
By default, the NULL value of spar means
df is used to determine the smoothing
parameters.
|
all.knots |
Logical. If TRUE then each distinct
value of x will be a knot. By default, only a subset of
the unique values of x are used; typically, the number
of knots is O(n^0.25) for n large,
but if n <= 40 then all the unique values of x are used.
|
iconstraint |
A M -row constraint matrix for the
intercepts. It must be of full column rank.
By default, the constraint matrix for the intercepts is the
M by M identity matrix, meaning no constraints.
|
xconstraint |
A M -row constraint matrix for x .
It must be of full column rank.
By default, the constraint matrix for the intercepts is the
M by M identity matrix, meaning no constraints.
|
constraints |
An alternative to specifying iconstraint and xconstraint ,
this is a list with two components corresponding to the
intercept and x respectively. They must both be a
M -row constraint matrix with full column rank.
|
tol.nl |
Tolerance for testing nonlinearity for the
component functions. If df is within tol.nl of
2 then the function is treated as linear.
|
var.arg |
Logical: return the pointwise variances of the fit? Currently, this corresponds only to the nonlinear part of the fit, and may be wrong. |
scale.w |
Logical.
By default, the weights w are scaled so that the
diagonal elements have mean 1.
|
nk |
Number of knots.
If used, this argument overrides all.knots , and
must lie between 6 and n +2 inclusive.
|
The algorithm implemented is detailed in Yee (2000).
It involves decomposing the component functions into a linear and
nonlinear part, and using B-splines.
The cost of the computation is O(n M^3)
.
The argument spar
contains scaled smoothing parameters.
An object of class "vsmooth.spline"
(see
vsmooth.spline-class
).
This function is quite similar to smooth.spline
.
For M=1
, the results will be generally different, mainly due to
the different way the knots are selected.
The vector cubic smoothing spline which s()
represents is
computationally demanding for large M. The cost is approximately
O(M^3).
Yet to be done: return the unscaled smoothing parameters.
Thomas W. Yee
Yee, T. W. (2000) Vector Splines and Other Vector Smoothers. Pages 529–534. In: Bethlehem, J. G. and van der Heijde, P. G. M. Proceedings in Computational Statistics COMPSTAT 2000. Heidelberg: Physica-Verlag.
vsmooth.spline-class
,
plot.vsmooth.spline
,
predict.vsmooth.spline
,
iam
,
s
,
smooth.spline
.
n = 20 x = 2 + 5*(n:1)/n x[2:4] = x[5:7] # Allow duplication y1 = sin(x) + rnorm(n, sd=0.13) y2 = cos(x) + rnorm(n, sd=0.13) y3 = 1 + sin(x) + rnorm(n, sd=0.13) # Run this for constraints y = cbind(y1, y2, y3) ww = cbind(rep(3,n), 4, (1:n)/n) (fit = vsmooth.spline(x, y, w=ww, df=5)) ## Not run: plot(fit) # The 1st and 3rd functions do not differ by a constant ## End(Not run) mat = matrix(c(1,0,1, 0,1,0), 3, 2) (fit2 = vsmooth.spline(x, y, w=ww, df=5, iconstr=mat, xconstr=mat)) # The 1st and 3rd functions do differ by a constant: mycols = c("red","blue","red") ## Not run: plot(fit2, lcol=mycols, pcol=mycols, las=1) ## End(Not run) p = predict(fit, x=fit@x, deriv=0) max(abs(fit@y - p$y)) # Should be zero par(mfrow=c(3,1)) ux = seq(1, 8, len=100) for(d in 1:3) { p = predict(fit, x=ux, deriv=d) ## Not run: matplot(p$x, p$y, type="l", main=paste("deriv =", d), lwd=2) ## End(Not run) }