gps: General P-Splines

General P-splines are non-uniform B-splines penalized by a general difference penalty, proposed by Li and Cao (2022) <doi:10.48550/arXiv.2201.06808>. Constructible on arbitrary knots, they extend the standard P-splines of Eilers and Marx (1996) <doi:10.1214/ss/1038425655>. They are also related to the O-splines of O'Sullivan (1986) <doi:10.1214/ss/1177013525> via a sandwich formula that links a general difference penalty to a derivative penalty. The package includes routines for setting up and handling difference and derivative penalties. It also fits P-splines and O-splines to (x, y) data (optionally weighted) for a grid of smoothing parameter values in the automatic search intervals of Li and Cao (2023) <doi:10.1007/s11222-022-10178-z>. It aims to facilitate other packages to implement P-splines or O-splines as a smoothing tool in their model estimation framework.

Version: 1.2
Depends: R (≥ 4.0.0)
Imports: stats, splines, Matrix, methods, graphics, grDevices
Published: 2023-11-02
DOI: 10.32614/CRAN.package.gps
Author: Zheyuan Li ORCID iD [aut, cre]
Maintainer: Zheyuan Li <zheyuan.li at bath.edu>
License: GPL-3
URL: https://github.com/ZheyuanLi/gps
NeedsCompilation: yes
CRAN checks: gps results

Documentation:

Reference manual: gps.pdf

Downloads:

Package source: gps_1.2.tar.gz
Windows binaries: r-devel: gps_1.2.zip, r-release: gps_1.2.zip, r-oldrel: gps_1.2.zip
macOS binaries: r-release (arm64): gps_1.2.tgz, r-oldrel (arm64): gps_1.2.tgz, r-release (x86_64): gps_1.2.tgz, r-oldrel (x86_64): gps_1.2.tgz
Old sources: gps archive

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