Shape-Restricted Regression Splines withRPackagesplines2

Journal of Data Science

article

Wenjie Wang¹  Jun Yan² 

[1] Eli Lilly and Company;Department of Statistics, University of Connecticut

关键词: Cox–de Boor algorithm;    derivatives;    integrals;    monotone regression;    periodic splines;   

DOI  :  10.6339/21-JDS1020

学科分类：土木及结构工程学

来源: JDS

【 摘 要 】

Splines are important tools for the flexible modeling of curves and surfaces in regression analyses. Functions for constructing spline basis functions are available inRthrough the base packagesplines . When the curves to be modeled have known characteristics in monotonicity or curvature, more efficient statistical inferences are possible with shape-restricted splines. Such splines, however, are not available in theRpackagesplines . The packagesplines2provides easy-to-use shape-restricted spline basis functions, along with their derivatives and integrals which are important tools in many inference scenarios. It also provides additional splines and features that are not available in thesplinespackage, such as periodic splines and generalized Bernstein polynomials. The usages of the functions are illustrated with shape-restricted regression, recurrent event data analysis, and extreme-value copulas.

【 授权许可】

CC BY