The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

Illustration of Adaptive Spline

Vivien Goepp

2022-06-07

Setup

library(aspline)
library(ggplot2)
library(dplyr)
library(tidyr)
library(mgcv)
library(splines2)
data(helmet)
x <- helmet$x
y <- helmet$y

Fit Aspline

k <- 40
knots <- seq(min(x), max(x), length = k + 2)[-c(1, k + 2)]
pen <- 10 ^ seq(-4, 4, 0.25)
x_seq <- seq(min(x), max(x), length = 1000)
aridge <- aspline::aspline(x, y, knots, pen)
a_fit <- lm(y ~ splines2::bSpline(x, knots = aridge$knots_sel[[which.min(aridge$ebic)]]))
X_seq <- splines2::bSpline(x_seq, knots = aridge$knots_sel[[which.min(aridge$ebic)]], intercept = TRUE)
a_basis <- (X_seq %*% diag(coef(a_fit))) %>%
  as.data.frame() %>%
  dplyr::mutate(x = x_seq) %>%
  tidyr::pivot_longer(cols = paste0("V", 1:9), names_to = "spline_n", values_to = "y") %>%
  dplyr::filter(y != 0)
a_predict <- dplyr::data_frame(x = x_seq, pred = predict(a_fit, data.frame(x = x_seq)))
#> Warning: `data_frame()` was deprecated in tibble 1.1.0.
#> Please use `tibble()` instead.
#> This warning is displayed once every 8 hours.
#> Call `lifecycle::last_lifecycle_warnings()` to see where this warning was generated.
ggplot2::ggplot() +
  ggplot2::geom_point(data = helmet, aes(x, y), shape = 1) +
  ggplot2::geom_line(data = a_predict, aes(x, pred), size = 0.5) +
  ggplot2::geom_line(data = a_basis, aes(x, y, group = spline_n), linetype = 1, size = 0.1) +
  ggplot2::theme(legend.position = "none") +
  ggplot2::ylab("") +
  ggplot2::xlab("")

Fit P-Splines

p_fit <- mgcv::gam(y ~ s(x, bs = "ps", k = length(knots) + 3 + 1, m = c(3, 2)))
X <- splines2::bSpline(x_seq, knots = knots, intercept = TRUE)
p_basis <- (X %*% diag(coef(p_fit))) %>%
  as.data.frame() %>%
  dplyr::mutate(x = x_seq) %>%
  tidyr::pivot_longer(cols = paste0("V", 1:9), names_to = "spline_n", values_to = "y") %>%
  dplyr::as_tibble() %>%
  dplyr::filter(y != 0)
p_predict <- dplyr::data_frame(x = x_seq, pred = predict(p_fit, data.frame(x = x_seq)))
ggplot2::ggplot() +
  ggplot2::geom_point(data = helmet, aes(x, y), shape = 1) +
  ggplot2::geom_line(data = p_predict, aes(x, pred), size = 0.5) +
  ggplot2::geom_line(data = p_basis, aes(x, y, group = spline_n), linetype = 1, size = 0.1) +
  ggplot2::theme(legend.position = "none") +
  ggplot2::ylab("") + ggplot2::xlab("")

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.