[R] Smoothing Spline Basis Matrix

[pinkdd]

Thank you. D Sonderegger. 
Did you mean use 

bs <- bs(X, knots = spl$fit$knot)
H <- predict(bs, X)

Then H should be the matrix for the original data under the smoothing spline
basis? 
However, another problem arises, since I need to use H to estimate the
coefficient beta, which involves (H'H)^{-1}. But my matrix (H'H) is
singular, which might be caused by the duplicated data in X. Do you know how
to fix this problem?

Thanks!


D Sonderegger wrote:
> 
> I believe that smooth.spline fits a cubic B-spline to the data.  So you
> just need to know the knot points (which are returned by smooth.spline as
> spl$fit$knot) and then use the bs() function in the splines library.
> 

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