# NOT RUN {
## Adding a penalized truncated power basis class and methods
## as favoured by Ruppert, Wand and Carroll (2003)
## Semiparametric regression CUP. (No advantage to actually
## using this, since mgcv can happily handle non-identity
## penalties.)
smooth.construct.tr.smooth.spec<-function(object,data,knots) {
## a truncated power spline constructor method function
## object$p.order = null space dimension
m <- object$p.order[1]
if (is.na(m)) m <- 2 ## default
if (m<1) stop("silly m supplied")
if (object$bs.dim<0) object$bs.dim <- 10 ## default
nk<-object$bs.dim-m-1 ## number of knots
if (nk<=0) stop("k too small for m")
x <- data[[object$term]] ## the data
x.shift <- mean(x) # shift used to enhance stability
k <- knots[[object$term]] ## will be NULL if none supplied
if (is.null(k)) # space knots through data
{ n<-length(x)
k<-quantile(x[2:(n-1)],seq(0,1,length=nk+2))[2:(nk+1)]
}
if (length(k)!=nk) # right number of knots?
stop(paste("there should be ",nk," supplied knots"))
x <- x - x.shift # basis stabilizing shift
k <- k - x.shift # knots treated the same!
X<-matrix(0,length(x),object$bs.dim)
for (i in 1:(m+1)) X[,i] <- x^(i-1)
for (i in 1:nk) X[,i+m+1]<-(x-k[i])^m*as.numeric(x>k[i])
object$X<-X # the finished model matrix
if (!object$fixed) # create the penalty matrix
{ object$S[[1]]<-diag(c(rep(0,m+1),rep(1,nk)))
}
object$rank<-nk # penalty rank
object$null.space.dim <- m+1 # dim. of unpenalized space
## store "tr" specific stuff ...
object$knots<-k;object$m<-m;object$x.shift <- x.shift
object$df<-ncol(object$X) # maximum DoF (if unconstrained)
class(object)<-"tr.smooth" # Give object a class
object
}
Predict.matrix.tr.smooth<-function(object,data) {
## prediction method function for the `tr' smooth class
x <- data[[object$term]]
x <- x - object$x.shift # stabilizing shift
m <- object$m; # spline order (3=cubic)
k<-object$knots # knot locations
nk<-length(k) # number of knots
X<-matrix(0,length(x),object$bs.dim)
for (i in 1:(m+1)) X[,i] <- x^(i-1)
for (i in 1:nk) X[,i+m+1] <- (x-k[i])^m*as.numeric(x>k[i])
X # return the prediction matrix
}
# an example, using the new class....
require(mgcv)
set.seed(100)
dat <- gamSim(1,n=400,scale=2)
b<-gam(y~s(x0,bs="tr",m=2)+s(x1,bs="ps",m=c(1,3))+
s(x2,bs="tr",m=3)+s(x3,bs="tr",m=2),data=dat)
plot(b,pages=1)
b<-gamm(y~s(x0,bs="tr",m=2)+s(x1,bs="ps",m=c(1,3))+
s(x2,bs="tr",m=3)+s(x3,bs="tr",m=2),data=dat)
plot(b$gam,pages=1)
# another example using tensor products of the new class
dat <- gamSim(2,n=400,scale=.1)$data
b <- gam(y~te(x,z,bs=c("tr","tr"),m=c(2,2)),data=dat)
vis.gam(b)
# }
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