Victor,
It's a bit clunky, but you can use the 'pcls' function in package 'mgcv'
for this, by adapting the examples in the help file. The examples
themselves deal with inequality constraints imposing monotonicity, but
'pcls' also allows you to impose equality constraints. The examples are
based on penalized cubic regression splines (i.e. cubic splines with
fewer knots than you have data). You could use essentially the same code
for full smoothing splines, but it is somewhat inefficient for that
purpose, and will be prohibitively expensive for large datasets:
operations count is O(np^2) where p is number of spline coefficients, so
setting p=n can get costly.
Simon
On 06/03/13 01:07, Victor hyk wrote:
Hello everone,
Anyone who knows how to force a cubic smoothing spline to pass
through a particular point?
I found on website someone said that we can use "cobs package" to
force the spline pass through certain points or impose shape constraints
(increasing, decreasing). However, this package is using B-spline and can only do
linear and quadratic B-spline.
In my research, I need to force a cubic smoothing spline to pass a
point.
Thanks!
Victor
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