Hello everyone,
Dr. wood told me that I can adapting his example to force cubic spline
to pass through certain point.
I still have no idea how to achieve this. Suppose we want to force the
cubic spline to pass (1,1), how can
I achieve this by adapting the following code?
# Penalized example: monotonic penalized regression spline .....
# Generate data from a monotonic truth.
x<-runif(100)*4-1;x<-sort(x);
f<-exp(4*x)/(1+exp(4*x));y<-f+rnorm(100)*0.1;plot(x,y)
dat<-data.frame(x=x,y=y)
# Show regular spline fit (and save fitted object)
f.ug<-gam(y~s(x,k=10,bs="cr"));lines(x,fitted(f.ug))
# Create Design matrix, constraints etc. for monotonic
spline....
sm<-smoothCon(s(x,k=10,bs="cr"),dat,knots=NULL)[[1]]
F<-mono.con(sm$xp); # get constraints
G<-list(X=sm$X,C=matrix(0,0,0),sp=f.ug$sp,p=sm$xp,y=y,w=y*0+1)
G$Ain<-F$A;G$bin<-F$b;G$S<-sm$S;G$off<-0
p<-pcls(G); # fit spline (using s.p. from unconstrained fit)
fv<-Predict.matrix(sm,data.frame(x=x))%*%p
lines(x,fv,col=2)
lines(x,f,col="blue")
Thanks a lot!!
Victor
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