[R] multidimensional splines

David Winsemius dwinsemius at comcast.net
Fri Dec 18 19:52:48 CET 2015

> On Dec 18, 2015, at 7:42 AM, <francesca.mancini at ubs.com> <francesca.mancini at ubs.com> wrote:
> Dear all,
> I am looking for a package which performs splining in more than one dimension with polynomials of order>1, exactly as the package "splines" does in 1D.
> For the moment I was only able to find the package "polspline", whose function "polymars" performs just piecewise linear splines, so not exactly what I'm looking for.
> Do you know of anything else?

I have pleasing experience with the `rcs` function from package 'rms'. One can build such multidimensional splines with the formula interface using the "*" crossing-operator. It is limited to only piecewise cubic splines. You can specify the knots or let them be optimized by the regression function. It's effective use does require that you learn the requirements of the surrounding helper functions and data description methods supplied by the rms/Hmisc packages.



David Winsemius
Alameda, CA, USA

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