[SciPy-User] B-spline basis functions?
Charles R Harris
Tue Jul 31 10:48:06 CDT 2012
On Tue, Jul 31, 2012 at 9:46 AM, Charles R Harris <email@example.com
> On Tue, Jul 31, 2012 at 9:37 AM, Nathaniel Smith <firstname.lastname@example.org> wrote:
>> Hi all,
>> I'd like to be able to do spline regression in patsy, which means
>> that I need to be able to compute b-spline basis functions. I am not
>> an initiate into the mysteries of practical spline computations, but I
>> *think* the stuff in scipy.signal is not quite usable as is, because
>> it's focused on doing interpolation directly rather than exposing the
>> basis functions themselves?
>> Specifically, to achieve feature parity with R , I need to be able to
>> - an arbitrary order
>> - an arbitrary collection of knot positions (which may be irregularly
>> - a vector x of points at which to evaluate the basis functions
>> and spit out the value of each spline basis function evaluated at each
>> point in the x vector.
>> It looks like scipy.signal.bspline *might* be useful, but I can't
>> quite tell? Or alternatively someone might have some code lying around
>> to do this already?
>> Basically I have a copy of Schumaker here and I'm hoping someone will
>> save me from having to read it :-).
> I have this floating around
> def splvander(x, deg, knots):
> """Vandermonde type matrix for splines.
> Returns a matrix whose columns are the values of the b-splines of deg
> `deg` associated with the knot sequence `knots` evaluated at the points
> x : array_like
> Points at which to evaluate the b-splines.
> deg : int
> Degree of the splines.
> knots : array_like
> List of knots. The convention here is that the interior knots have
> been extended at both ends by ``deg + 1`` extra knots.
> vander : ndarray
> Vandermonde like matrix of shape (m,n), where ``m = len(x)`` and
> ``m = len(knots) - deg - 1``
> The knots exending the interior points are usually taken to be the same
> as the endpoints of the interval on which the spline will be evaluated.
> m = len(knots) - deg - 1
> v = np.zeros((m, len(x)))
> d = np.eye(m, len(knots))
> for i in range(m):
> v[i] = spl.splev(x, (knots, d[i], deg))
> return v.T
With this import
from scipy.interpolate import fitpack as spl
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