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

From: Huntsinger, Reid <reid_huntsinger_at_merck.com>
Date: Wed 20 Jul 2005 - 05:43:13 EST


The derivative of a quadratic B-spline is the centered finite difference of a linear B-spline, so if you have access to the underlying coefficients of the B-spline expansion you can do this easily. I believe the coefficients are passed as the $coef component of the return value.

Reid Huntsinger

-----Original Message-----
From: r-help-bounces@stat.math.ethz.ch
[mailto:r-help-bounces@stat.math.ethz.ch] On Behalf Of James McDermott Sent: Tuesday, July 19, 2005 2:54 PM
To: r-help@stat.math.ethz.ch
Subject: [R] Taking the derivative of a quadratic B-spline

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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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Jul 20 05:49:52 2005

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