Natural cubic spline basis

Compute a basis for a natural cubic spline, by default using the parameterisation described by Royston and Parmar (2002). Used for flexible parametric survival models.

Usage

basis(knots, x, spline = "rp")

Arguments

knots: Vector of knot locations in increasing order, including the boundary knots at the beginning and end.
x: Vector of ordinates to compute the basis for.
spline: "rp" to use the natural cubic spline basis described in Royston and Parmar. "splines2ns" to use the alternative natural cubic spline basis from the splines2 package (Wang and Yan 2021), which may be better behaved due to the basis being orthogonal.

Value

A matrix with one row for each ordinate and one column for each knot.

basis returns the basis, and dbasis returns its derivative with respect to x.

fss and dfss are the same, but with the order of the arguments swapped around for consistency with similar functions in other R packages.

Details

The exact formula for the basis is given in flexsurvspline.

References

Royston, P. and Parmar, M. (2002). Flexible parametric proportional-hazards and proportional-odds models for censored survival data, with application to prognostic modelling and estimation of treatment effects. Statistics in Medicine 21(1):2175-2197.

Wang W, Yan J (2021). Shape-Restricted Regression Splines with R Package splines2. Journal of Data Science, 19(3), 498-517.

Author