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Does anybody know whether R has a package/routine for estimating spline function with unknown number of knots?

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    $\begingroup$ and spline does not work why? $\endgroup$
    – mpiktas
    Feb 11 '11 at 13:53
  • $\begingroup$ please clarify. Are you looking for packages that fit so-called free-knot spline models, i.e., regression splines where the number and location of knots must also be determined using the observed data? $\endgroup$
    – cardinal
    Feb 11 '11 at 14:06
  • $\begingroup$ Hi - yes, you are perfectly right - I'm looking for an estimator of splines where the number and location of knots must be estimated and using the observed data (time serie data). $\endgroup$
    – user3154
    Feb 11 '11 at 17:43
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Have a look at the facilities for fitting smoothing splines in the gam package.

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