[R] How to generate piecewise cubic spline with many knots?

xuyongdeng xuyongdeng at hotmail.com
Fri Aug 19 17:08:24 CEST 2011


Hi all,


I have a series of intra-day data. The variables exhibit a typical daily
pattern over the day. I need to diurnallly adjust the data. It takes the
follow form


1, regress y on a piecewise cubic spline of x with knots (a1,a2,a3,a4...). x
is the time of a day.
2, divide original series by the spline forecast.

I know there are some functions to do the spline, like bs, splint, I do not
know which one is exactly I need.

Does anyway give me some suggestion?

Thanks.

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