spline-demo.R

#Demonstration of splines in R
#Can be used to add nonlinearity to linear models (e.g. GLMs)

library(splines)
x <- rnorm(10000)
n_df <- 5
ns_design_mat <- ns(x, n_df) #n_df degrees of freedom
plot(x, ns_design_mat[,1], ylim = c(-1, 1))
points(x, ns_design_mat[,2], col = "red")
points(x, ns_design_mat[,3], col = "blue")
points(x, ns_design_mat[,4], col = "purple")
points(x, ns_design_mat[,5], col = "orange")

#weights (beta estimates) on each basis 
beta <- matrix(c(-3.5, 3.5, -0.5, 0.1, 0.4), nrow = n_df)

ypred <- ns_design_mat %*% beta #similar to predict(m1)
plot(x, ypred)

#to map the splineto new x just use predict(ns_design_mat, newx)