[R] Smooth periodic splines

[Spencer Graves]

Two other possibilities: 

      The 'DierckxSpline' package includes a function 'percur' for 
fitting periodic splines.  Unfortunately, it has a known bug that kills 
R with a segmentation fault, though it not affect your application. 

      The 'fda' package supports the use of finite Fourier series for 
fitting periodic functions.  Below please find code for this that I just 
posted to R-devel in response to a report of the 'percur' bug. 

      Hope this helps. 
      Spencer Graves

# problem
x <- seq(0.2, 0.8, 0.01)
y <- cos(2*pi*x2) + 0.1*rnorm(length(x))
plot(x, y, xlim=0:1)

# simple solution
library(fda)
Fourier1 <- create.fourier.basis()
FourierFit <- Data2fd(x, y, Fourier1)
plotfit.fd(y, x, FourierFit)

# Allow more flexibility
Fourier9 <- create.fourier.basis(nbasis=2*9+1)
# constant + 9 cosine & sine terms

# Naive initial solution
FourierSmooth0 <- smooth.basisPar(x, y, Fourier9)
plotfit.fd(y, x, FourierSmooth0$fd)
# Oops:  Need some smoothing

# Try again.
FourierSmooth1 <- smooth.basisPar(x, y, Fourier9, lambda=1)
plotfit.fd(y, x, FourierSmooth1$fd)
# Much better.

######################################
Simon Wood wrote:
> The "cc" and "cp" bases in package `mgcv' provide periodic splines, 
> [e.g. gam(y~s(x,bs="cc"))], but this may not be exactly the functionality you 
> want.
>
> best,
> Simon
>
> On Friday 16 January 2009 08:42, cmr.Pent at gmail.com wrote:
>   
>> Hello group!
>>
>> Is there a package that allows to fit smooth *periodic* splines to
>> data? I'm interested in a function which combines the functionality of
>> smooth.spline and splines::periodicSpline.
>>
>> Thanks,
>> Andrey
>>
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>> self-contained, reproducible code.
>>     
>
>