I want to use the natural cubic smoothing splines smooth.spline
from R in Python (like som many others want as well (Python natural smoothing splines, Is there a Python equivalent to the smooth.spline function in R, Python SciPy UnivariateSpline vs R smooth.spline, ...))
Therefore I am using rpy2
like described in https://morioh.com/p/eb4151821dc4, but I want to set directly lambda
instead of spar
:
import rpy2.robjects as robjects
r_y = robjects.FloatVector(y_train)
r_x = robjects.FloatVector(x_train)
r_smooth_spline = robjects.r['smooth.spline'] #extract R function# run smoothing function
spline1 = r_smooth_spline(x=r_x, y=r_y, lambda=42)
#alternative: spline1 = r_smooth_spline(x=r_x, y=r_y, spar=0.7) would work fine, but I would like to control lambda dirctly
ySpline=np.array(robjects.r['predict'](spline1,robjects.FloatVector(x_smooth)).rx2('y'))
plt.plot(x_smooth,ySpline)
When I do this the line spline1 = r_smooth_spline(x=r_x, y=r_y, lambda=42)
doesn't work because Python has already a predefined interpretation of lambda
(you can see this from the blue code-highlighting of lambda
) :(
I want lambda
to be interpreted as the smoothing penalty parameter lambda.
If I replace lambda
by spar
I would get a natural cubic spline, but I want to control lambda
directly.