Predict time-varying parameters using splines. — spline_par • calibrar

Predict time-varying parameters using splines.

Usage

spline_par(par, n, knots = NULL, periodic = FALSE, period = NULL)

Arguments

par: Values at knots
n: Number of points. Time (independent variable) is assumed to be between 0 and n with length(par) equidistant points (including 0 and n).
knots: Position of knots. Default, is length(x) equidistant points between 0 and 1. Always are re-scaled to 0 to 1.
periodic: boolean, is the spline periodic?
period: If periodic is TRUE, it specify the time period.

Value

A list with the interpolates values as 'x' and 'time'.