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  • gsl_bspline.c
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gsl_bspline.c
#include <stdio.h>
#include <stdlib.h>
#include <math.h>
#include "gsl_bspline.h"
#include <R.h>

/* Code to replicate bs() in splines package. Note that feeding in
   x_min and x_max is necessary if you want to replicate predict.bs()
   - use x_min/x_max for your training data and let x be the
   evaluation data. 

   knots_int is an integer (0=uniform knots, 1=quantile knots) and
   quantile_vector a vector of knots.*/

int gsl_bspline(double *x,
                int *n,
                int *degree,
                int *nbreak,
                double *x_min,
                double *x_max,
                double *quantile_vector,
                int *knots_int,
                double *Bx)
{

  int k = *degree + 1; /* k in gsl */
  int ncoeffs;
  int i, j;

  gsl_bspline_workspace *bw = gsl_bspline_alloc(k, *nbreak);
  ncoeffs = (int)gsl_bspline_ncoeffs(bw);  /* *nbreak+k-2 */
  gsl_vector *B = gsl_vector_alloc(ncoeffs);
  gsl_vector *quantile_vec = gsl_vector_alloc(*nbreak);

  /* 7/12/10 added support for quantile knots */

  if(*knots_int == 0) {
    gsl_bspline_knots_uniform(*x_min, *x_max, bw);
  } else {
    for(i = 0; i < *nbreak; i++) gsl_vector_set(quantile_vec, i, quantile_vector[i]);
    gsl_bspline_knots(quantile_vec, bw);
  }

  for (i = 0; i < *n; ++i)
    {

      /* compute B_j(xi) for all j */
      gsl_bspline_eval(x[i], B, bw);
      
      /* fill in row i of Bx */
      for (j = 0; j < ncoeffs; ++j)
        {
          double Bj = gsl_vector_get(B, j);
          Bx[i*ncoeffs+j] = Bj; /* Bx:*n-by-(*nbreak+*degree-1) */
        }
    }
  
  gsl_bspline_free(bw);
  gsl_vector_free(B);
  gsl_vector_free(quantile_vec);

  return(0);

} /* main() */

/* Provide missing functionality derivative bs() function in package
   splines */

int gsl_bspline_deriv(double *x,
                      int *n,
                      int *degree,
                      int *nbreak,
                      int *order,
											int *order_max, 
                      double *x_min,
                      double *x_max,
                      double *quantile_vector,
                      int *knots_int,
                      double *Bx)
{

  int k = *degree + 1; /* k in gsl */
  int ncoeffs;
  size_t i, j;

  gsl_bspline_workspace *bw = gsl_bspline_alloc(k, *nbreak);
  ncoeffs = (int)gsl_bspline_ncoeffs(bw);
  gsl_vector *dBorder = gsl_vector_alloc(ncoeffs);
  gsl_bspline_deriv_workspace *derivWS = gsl_bspline_deriv_alloc(k);
	gsl_matrix *dB = gsl_matrix_alloc(ncoeffs, *order_max+1);

	gsl_vector *quantile_vec = gsl_vector_alloc(*nbreak);

	/* 7/12/10 added support for quantile knots */

	if(*knots_int == 0) {
			gsl_bspline_knots_uniform(*x_min, *x_max, bw);
	} else {
			for(i = 0; i < *nbreak; i++) gsl_vector_set(quantile_vec, i, quantile_vector[i]);
			gsl_bspline_knots(quantile_vec, bw);
	}

	for (i = 0; i < *n; ++i)
	{

			/* compute B_j(xi) for all j */
			gsl_bspline_deriv_eval(x[i], order[i], dB, bw, derivWS);

			/* fill in row i of Bx */
			gsl_matrix_get_col(dBorder, dB, order[i]);

			for (j = 0; j < ncoeffs; ++j)
			{
					double Bj = gsl_vector_get(dBorder, j);
					Bx[i*ncoeffs+j] = Bj;
			}
	}

	gsl_bspline_free(bw);
	gsl_vector_free(dBorder);
	gsl_matrix_free(dB);
	/*  gsl_vector_free(quantile_vec);*/
	gsl_bspline_deriv_free(derivWS);

	return(0);

} /* main() */

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