[R] Closed form for regression splines

Frank E Harrell Jr f.harrell at vanderbilt.edu
Mon Dec 5 16:11:32 CET 2005

roger koenker wrote:
> you can do:
> 	X <- model.matrix(formula, data = your.data)
> url:    www.econ.uiuc.edu/~roger            Roger Koenker

Or use a simpler basis such as the truncated power basis, and rely on 
accuracy of modern matrix algebra routines to handle the non-orthogonality:

f <- fittingfunction(y ~ rcs(age,5)+sex)
Function(f)   # see algebraic form
latex(f)      # see nicely typeset algebraic form
publish2Web(f) # Planned future function for evaluating models on the 
web using R's predict( ) function

Frank Harrell

> email    rkoenker at uiuc.edu            Department of Economics
> vox:     217-333-4558                University of Illinois
> fax:       217-244-6678                Champaign, IL 61820
> On Dec 5, 2005, at 7:36 AM, Stephen A Roberts wrote:
>>I have a model fitted using bs() and need to be able to write down  
>>a closed form for the spline function to enable the use of the  
>>fitted model outside R. Does anyone know a simple way of extracting  
>>the piecewise cubics from the coefficients and knots? As far as I  
>>know they are defined by recurrence relationships, but the R  
>>implementation is buried in C code, and I guess in non-trivial to  
>>invert. I know about predict.bs() within R, but I want the full  
>>piecewise cubic.
>>  Dr Steve Roberts
>>  steve.roberts at manchester.ac.uk
>>Senior Lecturer in Medical Statistics,
>>Biostatistics Group,
>>University of Manchester,
>>R-help at stat.math.ethz.ch mailing list
>>PLEASE do read the posting guide! http://www.R-project.org/posting- 
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Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

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