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lspline: Linear Splines with Convenient Parameterizations

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 into q equal-frequency intervals (qlspline())
  • at breaks dividing the range of x into n 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.

Installation

From CRAN or development version using remotes:

remotes::install_github("mbojan/lspline", build_vignettes = TRUE)

Examples

See package homepage and the vignette.

References

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.