csaps()
in matlab does a cubic spline according to a particular definition of the smoothing parameter p
. Here is some matlab code and its result:
% x variable
age = 75:99
% y variable
diffs = [-39 -2 -167 -21 -13 32 -37 -132 -143 -91 -93 -88 -62 -112 -95 -28 -90 -40 -27 -23 -28 -11 -8 -6 1]
% 0.0005 is the parameter p, and the later specification of
% age are the desired x for prediction
csaps(age,diffs,0.0005,age)
% result (column headers removed):
-63.4604 -64.0474 -64.6171 -65.1397 -65.6111 -66.0165 -66.3114
-66.4123 -66.2229 -65.6726 -64.7244 -63.3582 -61.5676 -59.3568
-56.7364 -53.7382 -50.4086 -46.7922 -42.9439 -38.9183 -34.7629
-30.5180 -26.2186 -21.8912 -17.5532
I'd like to get the same result in R. I've tried base::smooth.spline()
, but the smoothing parameter spar
is specified in a different way that I can't seem to relate to matlab's p
(can you?). The closest result I've been able to get has been with the smooth.Pspline()
function of the pspline
package. Here is some code to get things rolling in R:
age <- 75:99
diffs <- c(-39L, -2L, -167L, -21L, -13L, 32L, -37L, -132L, -143L, -91L,
-93L, -88L, -62L, -112L, -95L, -28L, -90L, -40L, -27L, -23L,
-28L, -11L, -8L, -6L, 1L)
predict(pspline::smooth.Pspline(
x = age,
y = diffs,
norder = 2,
method = 1,
spar = 1 / 0.0005 # p given in MP and matlab as 0.0005
),age)
# which gives something close, but not exactly the same:
[1] -63.46487 -64.05103 -64.61978 -65.14158 -65.61214 -66.01662 -66.31079
[8] -66.41092 -66.22081 -65.67009 -64.72153 -63.35514 -61.56447 -59.35372
[15] -56.73367 -53.73584 -50.40680 -46.79098 -42.94333 -38.91850 -34.76393
[22] -30.51985 -26.22131 -21.89474 -17.55757
The csaps() help page is here
smooth.spline()
help can be found here (code not given because I think maybe the relation between spar
and p
is pretty hairy, so maybe not worth going down this path)
pspline::smooth.Pspline()
help is here
This other person's quest from 2008 appears to have gone unanswered, making me feel like this guy.
R is chock full of spline doings, so if the saavy amongst ye can point me to the one that does the same thing as matlab's csaps()
(or a trick along those lines) I'd be most appreciative.
[EDIT 19-8-2013]
spar
needs to be specified as (1-p)/p
(rather than 1/p
) and then results will agree to as far as numerical precision can take you. See answer below.
My colleague found the answer: One converts matlab's p
to pspline::smooth.Pspline()
's spar
not as 1/p
, but as (1-p)/p
, and then results will agree out to whatever the degree of numerical precision is:
c(predict(pspline::smooth.Pspline(
x = age,
y = diffs,
norder = 2,
method = 1,
spar = (1-0.0005) / 0.0005 # p given in MP and matlab as
),age))
[1] -63.46035 -64.04741 -64.61705 -65.13972 -65.61114 -66.01646 -66.31144
[8] -66.41232 -66.22285 -65.67263 -64.72443 -63.35823 -61.56761 -59.35675
[15] -56.73643 -53.73821 -50.40864 -46.79221 -42.94387 -38.91828 -34.76291
[22] -30.51801 -26.21863 -21.89122 -17.55320
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