Linear splines with convenient parameterizations such that:
- coefficients are slopes of consecutive segments
- coefficients capture slope change at consecutive knots
Knot locations can be specified
- manually (
lspline()
) - at breaks dividing the range of
x
intoq
equal-frequency intervals (qlspline()
) - at breaks dividing the range of
x
inton
equal-width intervals (elspline()
)
Inspired by Stata command mkspline
and function lspline()
from
package ares (Junger and Ponce de Leon 2011). As such, the
implementation follows Greene (2003), chapter 7.5.2.
From CRAN or development version using remotes:
remotes::install_github("mbojan/lspline", build_vignettes = TRUE)
See package homepage and the vignette.
Greene, William H. 2003. Econometric Analysis. Pearson Education.
Junger, Washington L., and Antonio Ponce de Leon. 2011. Ares: Environment Air Pollution Epidemiology: A Library for Timeseries Analysis. R package version 0.7.2 in CRAN’s archives.