smooth.spline {modreg} | R Documentation

## Fit a Smoothing Spline

### Description

Fits a cubic smoothing spline to the supplied data.

### Usage

    smooth.spline(x, y, w = rep(1, length(x)), df = 5, spar = 0,
                  cv = FALSE, all.knots = FALSE, df.offset = 0, penalty = 1)

### Arguments

`x` | a vector giving the values of the predictor variable, or a list or a two-column matrix specifying x and y.
`y` | responses. If `y` is missing, the responses are assumed to be specified by `x`.
`w` | optional vector of weights
`df` | the desired equivalent number of degrees of freedom (trace of the smoother matrix).
`spar` | the coefficient λ of the integral of the squared second derivative in the fit (penalized log lik.) criterion.
`cv` | ordinary (`TRUE`) or `generalized' (`FALSE`) cross-validation.
`all.knots` | if `TRUE`, all points in `x` are uses as knots. If `FALSE`, a suitably fine grid of knots is used.
`df.offset` | allows the degrees of freedom to be increased by `df.offset` in the GCV criterion.
`penalty` | the coefficient of the penalty for degrees of freedom in the GCV criterion.

### Details

The `x` vector should contain at least ten distinct values.

If `spar` is missing or 0, the value of `df` is used to determine the degree of smoothing. If both are missing, leave-one-out cross-validation is used to determine λ.

### Value

An object of class `"smooth.spline"` with components

`x` | the distinct `x` values in increasing order.
`y` | the fitted values corresponding to `x`.
`w` | the weights used at the unique values of `x`.
`yin` | the y values used at the unique `y` values.
`lev` | leverages, the diagonal values of the smoother matrix.
`cv.crit` | (generalized) cross-validation score.
`pen.crit` | penalized criterion
`df` | equivalent degrees of freedom used.
`spar` | the value of λ chosen.
`fit` | list for use by `predict.smooth.spline`.
`call` |

### Author(s)

B.D. Ripley

### See Also

`predict.smooth.spline`

### Examples

    data(cars)
    attach(cars)
    plot(speed, dist, main = "data(cars)  &  smoothing splines")
    cars.spl <- smooth.spline(speed, dist)
    (cars.spl)
    all(cars.spl $ w == table(speed)) # TRUE (weights = multiplicities)

    lines(cars.spl, col = "blue")
    lines(smooth.spline(speed, dist, df=10), lty=2, col = "red")
    legend(5,120,c(paste("default [C.V.] => df =",round(cars.spl$df,1)),
                   "s( * , df = 10)"), col = c("blue","red"), lty = 1:2,
           bg='bisque')
    detach()

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