Is there an R library that estimates a multivariate natural cubic spline (or similar) function?
问题 note: originally posted on Cross Validated (stats SE) on 07-26-2011, with no correct answers to date. Background I have a model, f , where Y=f( X ) X is an n x m matrix of samples from m parameters and Y is the n x 1 vector of model outputs. f is computationally intensive, so I would like to approximate f using a multivariate cubic spline through ( X ,Y) points, so that I can evaluate Y at a larger number of points. Question Is there an R function that will calculate an arbitrary relationship