[SciPy-Dev] Splines

Charles R Harris charlesr.harris@gmail....
Thu Feb 21 07:53:37 CST 2013


On Thu, Feb 21, 2013 at 6:51 AM, <josef.pktd@gmail.com> wrote:

> On Thu, Feb 21, 2013 at 8:47 AM, Charles R Harris
> <charlesr.harris@gmail.com> wrote:
> >
> >
> > On Thu, Feb 21, 2013 at 2:54 AM, Nathaniel Smith <njs@pobox.com> wrote:
> >>
> >> I'm not an expert on spline implementation in general, but for
> statistical
> >> regression applications, we need to be able to evaluate the individual
> >> functions in an arbitrary spline basis at irregular x points, which is
> not
> >> well supported by the current API. (splev only computes linear
> combinations
> >> of the full basis set, so to get individual basis functions we have to
> do
> >> multiple evaluations with linear combinations like [0, 0, 1].) So
> keeping
> >> this use case in mind would be nice :-).
> >
> > <snip>
> >
> > Can you be more specific here? Design matrices?
>
> The spline analog of np.vander.
>

OK, that was the first function I wrote ;)


>
> Once we have the basis function as a design matrix, we can use all the
> regular tools for linear model estimation (statsmodels).
> number of knots usually considerably smaller than number of
> observations for penalized or smoothing splines.
>
> That's what I see, and Nathaniel might have in mind.
>
>
Chuck
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