R: Smoothing Spline of Arbitrary Order at New Data

predict.smooth.Pspline {pspline} | R Documentation

## Smoothing Spline of Arbitrary Order at New Data

### Description

Uses an object of class `"smooth.Pspline"` to evaluate a polynomial smoothing spline of arbitrary order or one of its derivatives at new argument values.

### Usage

    ## S3 method for class 'smooth.Pspline'
    predict(object, xarg, nderiv = 0, ...)

### Arguments

`object` | a fitted `smooth.Pspline` object.
`xarg` | the argument values at which the spline or its derivative is to be evaluated.
`nderiv` | the order of the derivative required – the default is 0, the function itself.
`...` | further arguments passed to or from other methods.

### Details

The method produces results similar to function the `predict` method for `smooth.spline`, but the smoothing function is a natural smoothing spline rather than a B-spline smooth, and the order of the spline can be chosen freely, where order in this case means the order of the derivative that is penalized. `smooth.spline` penalizes the second derivative, and consequently only derivatives or order 0 or 1 are useful, but because `smooth.Pspline` penalizes a derivative of order m, derivatives up to order m-1 are useful. The general recommendation is to penalize the derivative two beyond the highest order derivative to be evaluated.

### Value

A list with components `xarg` and `dy`; the `xarg` component is identical to the input `xarg` sequence, the `dy` component is the evaluated derivative of order `deriv`.

### References

Heckman, N. and Ramsay, J. O. (1996) Spline smoothing with model based penalties. McGill University, unpublished manuscript.

### See Also

`smooth.Pspline`

### Examples

    example(smooth.Pspline)
    ## smoother line is given by
    xx <- seq(4, 25, length=100)
    lines(xx, predict(sm.spline(speed, dist, df=5), xx), col = "red")
    ## add plots of derivatives
    lines(xx, 10*predict(sm.spline(speed, dist), xx, 1), col = "blue")
    lines(xx, 100*predict(sm.spline(speed, dist), xx, 2), col = "green")

[Package pspline version 1.0-17 Index]