check_that_spline_function_works.R

# This script checks that the b-spline function in gist https://gist.github.com/khakieconomics/2272cd7f0d61950852622198b26a2d02
# produces something approximating the function in the splines package. 

library(rstan)
expose_stan_functions("b_spline_function.stan")

probs <- runif(1000)
probs <- probs[order(probs)]


test <- b_spline(x = probs, interior_knots = c(.25, .5, .75), order = 5)
ncol(test)
plot.ts(test)
rowSums(test)

library(splines)

splines_output <- bs(probs, knots = c(.25, .5, .75), degree = 3, intercept = T)

plot.ts(splines_output)
rowSums(splines_output)

# Producing the same output
sum(abs(test - splines_output))


# Look -- you can approximate funky functions with b-splines

plot.ts(test %*% rnorm(7))
plot.ts(test %*% rnorm(7))
plot.ts(test %*% rnorm(7))
plot.ts(test %*% rnorm(7))
plot.ts(test %*% rnorm(7))