Tools for Computations with Discrete Splines.

dspline

These are not B-splines:

These are called discrete B-splines. They span a function space called discrete splines, which are analogous to splines, but defined in terms of a suitable discrete notion of smoothness.

• Discrete splines have continuous discrete derivatives at their knots (rather than continuous derivatives, as splines do).

• They have important computational properties, like the fact that interpolation within the space of discrete splines can be done in constant-time.

• They are intimately connected to trend filtering (they provide the basis representation that underlies the trend filtering estimator).

For more background, see the monograph: “Divided differences, falling factorials, and discrete splines: Another look at trend filtering and related problems”.

The dspline package provides tools for computations with discrete splines. The core routines are written in C++ for efficiency. See the reference index for a summary of the tools that are available.

Installation

# Install released version from CRAN
install.packages("dspline")

You can install the development version of dspline from GitHub with:

# install.packages("pak")
pak::pak("glmgen/dspline")