R: Penalised smoothing splines

pspline {survival} | R Documentation

## Penalised smoothing splines

### Description

Specifies a penalised spline basis for the predictor. This is done by fitting a comparatively small set of splines and penalising the integrated second derivative. Results are similar to smoothing splines with a knot at each data point but computationally simpler.

### Usage

    pspline(x, df=4, theta, nterm=2.5 * df, degree=3, eps=0.1, method, ...)

### Arguments

`x` | predictor
`df` | approximate degrees of freedom. `df=0` means use AIC
`theta` | roughness penalty
`nterm` | number of splines in the basis
`degree` | degree of splines
`eps` | accuracy for `df`
`method` | Method for automatic choice of `theta`
`...` | I don't know what this does

### Value

Object of class `coxph.penalty` containing the spline basis with attributes specifying control functions.

### See Also

`coxph`,`survreg`,`ridge`,`frailty`

### Examples

    lfit6 <- survreg(Surv(time, status)~pspline(age, df=2), cancer)
    plot(cancer$age, predict(lfit6), xlab='Age', ylab="Spline prediction")
    title("Cancer Data")
    fit0 <- coxph(Surv(time, status) ~ ph.ecog + age, cancer)
    fit1 <- coxph(Surv(time, status) ~ ph.ecog + pspline(age,3), cancer)
    fit3 <- coxph(Surv(time, status) ~ ph.ecog + pspline(age,8), cancer)
    fit0
    fit1
    fit3

[Package survival version 2.34-1 Index]