gps: General P-Splines
General P-splines are non-uniform B-splines penalized by a general difference penalty, proposed by Li and Cao (2022) <arXiv:2201.06808>. Constructible on arbitrary knots, they extend the standard P-splines of Eilers and Marx (1996) <doi:10.1214/ss/1038425655>. They are also related to the O-splines of O'Sullivan (1986) <doi:10.1214/ss/1177013525> via a sandwich formula that links a general difference penalty to a derivative penalty. The package includes routines for setting up and handling difference and derivative penalties. It also fits P-splines and O-splines to (x, y) data (optionally weighted) for a grid of smoothing parameter values in the automatic search intervals of Li and Cao (2023) <doi:10.1007/s11222-022-10178-z>. It aims to facilitate other packages to implement P-splines or O-splines as a smoothing tool in their model estimation framework.
Version: |
1.2 |
Depends: |
R (≥ 4.0.0) |
Imports: |
stats, splines, Matrix, methods, graphics, grDevices |
Published: |
2023-11-02 |
Author: |
Zheyuan Li [aut,
cre] |
Maintainer: |
Zheyuan Li <zheyuan.li at bath.edu> |
License: |
GPL-3 |
URL: |
https://github.com/ZheyuanLi/gps |
NeedsCompilation: |
yes |
CRAN checks: |
gps results |
Documentation:
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