[R] cubic spline curves

From: Haibo Huang <edhuang00_at_yahoo.com>
Date: Tue 26 Jul 2005 - 06:34:07 EST


I have a question about how to generate monthly data from quarterly data:

What I want to do is basically fits cubic spline curves to the quarterly data to form continuous-time approximations of the input series, and then generate output series (monthly data) from the spline approximations.

SAS can do it using proc expand:
http://support.sas.com/rnd/app/examples/ets/expa/

Anyone know how to do it in R? Any input is appreciated.

Best,
Ed



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