[R] Taking the derivative of a quadratic B-spline

From: James McDermott <jp.mcdermott_at_gmail.com>
Date: Wed 20 Jul 2005 - 04:53:55 EST


Hello,

I have been trying to take the derivative of a quadratic B-spline obtained by using the COBS library. What I would like to do is similar to what one can do by using

fit<-smooth.spline(cdf)
xx<-seq(-10,10,.1)
predict(fit, xx, deriv = 1)

The goal is to fit the spline to data that is approximating a cumulative distribution function (e.g. in my example, cdf is a 2-column matrix with x values in column 1 and the estimate of the cdf evaluated at x in column 2) and then take the first derivative over a range of values to get density estimates.

The reason I don't want to use smooth.spline is that there is no way to impose constraints (e.g. >=0, <=1, and monotonicity) as there is with COBS. However, since COBS doesn't have the 'deriv =' option, the only way I can think of doing it with COBS is to evaluate the derivatives numerically.

Regards,
Jim McDermott



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