[R] evaluating derivative matrices of spline functions

Spencer Graves spencer.graves at structuremonitoring.com
Fri Feb 24 22:14:24 CET 2012

       I don't know about "smooth.spline", but the "fda" package 
includes "deriv.fd".  It also includes "eval.fd" and "predict.fd".  If 
you only want a first derivative, then differentiating a standard cubic 
spline may be adequate.  However, the first derivative of a cubic spline 
is a quadratic spline, the second derivative is a linear spline, and the 
third derivative is a step function.  The "fda" package provides more 
alternative basis sets than the standard cubic splines, and may give you 
results more to your liking.

       Hope this helps.

p.s.  Full disclosure:  I'm the third author on the Springer "Use R!" 
book on "Functional Data Analysis with R and Matlab".  I was the R 
expert on the team that produced that book.  The lead author, Jim 
Ramsay, invented "functional data analysis" as a generalization of 
spline smoothing to (a) bases other than the standard cubic b-splines 
and (b) penalty functions other than the standard integral of the square 
of the second derivative.

On 2/24/2012 12:33 PM, Vassily Shvets wrote:
> Hello,
> I've noticed that SPLUS has a function for evaluating the derivative matrices of splines.
> I've also noticed that there's a function in R for evaluating matrices from smooth.spline;
> maybe someone knows if something has been written to evaluate matrices from 'smooth.basis'?
> regards,
> s
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Spencer Graves, PE, PhD
President and Chief Technology Officer
Structure Inspection and Monitoring, Inc.
751 Emerson Ct.
San José, CA 95126
ph:  408-655-4567
web:  www.structuremonitoring.com

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