# File src/library/splines/R/splines.R # Part of the R package, https://www.R-project.org # # Copyright (C) 1995-2018 The R Core Team # # This program is free software; you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by # the Free Software Foundation; either version 2 of the License, or # (at your option) any later version. # # This program is distributed in the hope that it will be useful, # but WITHOUT ANY WARRANTY; without even the implied warranty of # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the # GNU General Public License for more details. # # A copy of the GNU General Public License is available at # https://www.R-project.org/Licenses/ bs <- function(x, df = NULL, knots = NULL, degree = 3, intercept = FALSE, Boundary.knots = range(x)) { ord <- 1L + (degree <- as.integer(degree)) if(ord <= 1) stop("'degree' must be integer >= 1") nx <- names(x) x <- as.vector(x) nax <- is.na(x) if(nas <- any(nax)) x <- x[!nax] outside <- if(!missing(Boundary.knots)) { Boundary.knots <- sort(Boundary.knots) (ol <- x < Boundary.knots[1L]) | (or <- x > Boundary.knots[2L]) } else FALSE if(!is.null(df) && is.null(knots)) { nIknots <- df - ord + (1L - intercept) # == #{inner knots} if(nIknots < 0L) { nIknots <- 0L warning(gettextf("'df' was too small; have used %d", ord - (1L - intercept)), domain = NA) } knots <- if(nIknots > 0L) { knots <- seq.int(from = 0, to = 1, length.out = nIknots + 2L)[-c(1L, nIknots + 2L)] quantile(x[!outside], knots) } } Aknots <- sort(c(rep(Boundary.knots, ord), knots)) if(any(outside)) { warning("some 'x' values beyond boundary knots may cause ill-conditioned bases") derivs <- 0:degree scalef <- gamma(1L:ord)# factorials basis <- array(0, c(length(x), length(Aknots) - degree - 1L)) e <- 1/4 # in theory anything in (0,1); was (implicitly) 0 in R <= 3.2.2 if(any(ol)) { ## left pivot inside, i.e., a bit to the right of the boundary knot k.pivot <- (1-e)*Boundary.knots[1L] + e*Aknots[ord+1] xl <- cbind(1, outer(x[ol] - k.pivot, 1L:degree, "^")) tt <- splineDesign(Aknots, rep(k.pivot, ord), ord, derivs) basis[ol, ] <- xl %*% (tt/scalef) } if(any(or)) { ## right pivot inside, i.e., a bit to the left of the boundary knot: k.pivot <- (1-e)*Boundary.knots[2L] + e*Aknots[length(Aknots)-ord] xr <- cbind(1, outer(x[or] - k.pivot, 1L:degree, "^")) tt <- splineDesign(Aknots, rep(k.pivot, ord), ord, derivs) basis[or, ] <- xr %*% (tt/scalef) } if(any(inside <- !outside)) basis[inside, ] <- splineDesign(Aknots, x[inside], ord) } else basis <- splineDesign(Aknots, x, ord) if(!intercept) basis <- basis[, -1L , drop = FALSE] n.col <- ncol(basis) if(nas) { nmat <- matrix(NA, length(nax), n.col) nmat[!nax, ] <- basis basis <- nmat } dimnames(basis) <- list(nx, 1L:n.col) a <- list(degree = degree, knots = if(is.null(knots)) numeric(0L) else knots, Boundary.knots = Boundary.knots, intercept = intercept) attributes(basis) <- c(attributes(basis), a) class(basis) <- c("bs", "basis", "matrix") basis } ns <- function(x, df = NULL, knots = NULL, intercept = FALSE, Boundary.knots = range(x)) { nx <- names(x) x <- as.vector(x) nax <- is.na(x) if(nas <- any(nax)) x <- x[!nax] outside <- if(!missing(Boundary.knots)) { Boundary.knots <- sort(Boundary.knots) (ol <- x < Boundary.knots[1L]) | (or <- x > Boundary.knots[2L]) } else { if(length(x) == 1L) ## && missing(Boundary.knots) : special treatment Boundary.knots <- x*c(7,9)/8 # symmetrically around x FALSE # rep(FALSE, length = length(x)) } if(!is.null(df) && is.null(knots)) { ## df = number(interior knots) + 1 + intercept nIknots <- df - 1L - intercept if(nIknots < 0L) { nIknots <- 0L warning(gettextf("'df' was too small; have used %d", 1L + intercept), domain = NA) } knots <- if(nIknots > 0L) { knots <- seq.int(from = 0, to = 1, length.out = nIknots + 2L)[-c(1L, nIknots + 2L)] quantile(x[!outside], knots) } } else nIknots <- length(knots) Aknots <- sort(c(rep(Boundary.knots, 4L), knots)) if(any(outside)) { basis <- array(0, c(length(x), nIknots + 4L)) if(any(ol)) { k.pivot <- Boundary.knots[1L] xl <- cbind(1, x[ol] - k.pivot) tt <- splineDesign(Aknots, rep(k.pivot, 2L), 4, c(0, 1)) basis[ol, ] <- xl %*% tt } if(any(or)) { k.pivot <- Boundary.knots[2L] xr <- cbind(1, x[or] - k.pivot) tt <- splineDesign(Aknots, rep(k.pivot, 2L), 4, c(0, 1)) basis[or, ] <- xr %*% tt } if(any(inside <- !outside)) basis[inside, ] <- splineDesign(Aknots, x[inside], 4) } else basis <- splineDesign(Aknots, x, ord = 4L) const <- splineDesign(Aknots, Boundary.knots, ord = 4L, derivs = c(2L, 2L)) if(!intercept) { const <- const[, -1 , drop = FALSE] basis <- basis[, -1 , drop = FALSE] } qr.const <- qr(t(const)) basis <- as.matrix((t(qr.qty(qr.const, t(basis))))[, - (1L:2L), drop = FALSE]) n.col <- ncol(basis) if(nas) { nmat <- matrix(NA, length(nax), n.col) nmat[!nax, ] <- basis basis <- nmat } dimnames(basis) <- list(nx, 1L:n.col) a <- list(degree = 3L, knots = if(is.null(knots)) numeric() else knots, Boundary.knots = Boundary.knots, intercept = intercept) attributes(basis) <- c(attributes(basis), a) class(basis) <- c("ns", "basis", "matrix") basis } predict.bs <- function(object, newx, ...) { if(missing(newx)) return(object) a <- c(list(x = newx), attributes(object)[ c("degree", "knots", "Boundary.knots", "intercept")]) do.call("bs", a) } predict.ns <- function(object, newx, ...) { if(missing(newx)) return(object) a <- c(list(x = newx), attributes(object)[ c("knots", "Boundary.knots", "intercept")]) do.call("ns", a) } ### FIXME: Also need summary.basis() and probably print.basis() method! makepredictcall.ns <- function(var, call) { ## check must work correctly when call is a symbol, both for quote(ns) and quote(t1): if(as.character(call)[1L] == "ns" || (is.call(call) && identical(eval(call[[1L]]), ns))) { at <- attributes(var)[c("knots", "Boundary.knots", "intercept")] call <- call[1L:2L] call[names(at)] <- at } call } makepredictcall.bs <- function(var, call) { if(as.character(call)[1L] == "bs" || (is.call(call) && identical(eval(call[[1L]]), bs))) { at <- attributes(var)[c("degree", "knots", "Boundary.knots", "intercept")] call <- call[1L:2L] call[names(at)] <- at } call } ## this is *not* used anymore by our own code [but has been exported "forever"] spline.des <- function(knots, x, ord = 4, derivs = integer(length(x)), outer.ok = FALSE, sparse = FALSE) { if(is.unsorted(knots <- as.numeric(knots))) knots <- sort.int(knots) list(knots = knots, order = ord, derivs = derivs, design = splineDesign(knots, x, ord, derivs, outer.ok = outer.ok, sparse = sparse)) } ## splineDesign() is in ./splineClasses.R