Thanks everyone for the suggestions. On Wed, Aug 1, 2012 at 2:39 PM, peter dalgaard <pda...@gmail.com> wrote: > > On Jul 31, 2012, at 15:46 , Bert Gunter wrote: > >> Well, I would first check the references given in the Help file!. >> That's what they're for, no? Hastie's book is likely to more complete >> on the algebra, I think.
How embarrassing... the help files do cite the white book (only), and I did check it of course, but it has no more details on how the basis functions are computed than does the help file itself, and so I must have forgotten about it when writing my email. Still, my apologies for the confusion. I'm not sure what you mean by "Hastie's book", though? >> You might also be interested in the relevant chapters of Friedman, >> Hastie, et. al "The Elements of Statistical Learning Theory," which >> might be a gentler exposition of the math. >> >> Of course, the code (or a suitable exposition of it, which may not >> exist) is the ultimate reference. > > Also check out the various web resources (Google for basis spline or > B-spline). I don't recall the white book chapter, but it might be a little > short on the algebraic details. Another Google point is "de Boor". And indeed, it looks like the appendix to chapter 5 of Hastie, Tibshirani, and Friedman (2008) has a short description of the de Boor algorithm. Excellent. For the archives, this seems to be enough to exactly implement spline.des/splineDesign, and if anyone else is working in Python then it turns out that there is a more-or-less undocumented implementation of this algorithm in scipy.interpolate.splev. Now I just have to grovel over the R code in ns() and bs() to figure out how exactly they pick knots and handle boundary conditions, plus there is some code that I don't understand in ns() that uses qr() to postprocess the output from spline.des. I assume this is involved somehow in imposing the boundary conditions... Thanks again everyone for your help, -- Nathaniel ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
