R: Vector Smoothing Spline

mspline {mda} | R Documentation

## Vector Smoothing Spline

### Description

Fit a smoothing spline to a matrix of responses, single x.

### Usage

    mspline(x, y, w, df = 5, lambda, thresh = 1e-04, ...)

### Arguments

`x` | x variable (numeric vector).
`y` | response matrix.
`w` | optional weight vector, defaults to a vector of ones.
`df` | requested degrees of freedom, as in `smooth.spline`.
`lambda` | can provide penalty instead of df.
`thresh` | convergence threshold for df inversion (to lambda).
`...` | holdall for other arguments.

### Details

This function is based on the ingredients of `smooth.spline`, and allows for simultaneous smoothing of multiple responses

### Value

A list is returned, with a number of components, only some of which are of interest. These are

`lambda` | The value of lambda used (in case df was supplied)
`df` | The df used (in case lambda was supplied)
`s` | A matrix like `y` of smoothed responses
`lev` | Self influences (diagonal of smoother matrix)

### Author(s)

Trevor Hastie

### See Also

`smooth.spline`

### Examples

    x=rnorm(100)
    y=matrix(rnorm(100*10),100,10)
    fit=mspline(x,y,df=5)

[Package mda version 0.4-10 Index]