funMRD: Functional MRD

In FDboost: Boosting Functional Regression Models

Functional MRD

Description

Calculates the functional MRD for a fitted FDboost-object

Usage

funMRD(object, overTime = TRUE, breaks = object$yind, global = FALSE, ...)

Arguments

object	fitted FDboost-object with regular response
overTime	per default the functional MRD is calculated over time if overTime=FALSE, the MRD is calculated per curve
breaks	an optional vector or number giving the time-points at which the model is evaluated. Can be specified as number of equidistant time-points or as vector of time-points. Defaults to the index of the response in the model.
global	logical. defaults to FALSE, if TRUE the global MRD like in a normal linear model is calculated
...	currently not used

Details

Formula to calculate MRD over time, overTime=TRUE:
MRD(t) = n^{-1} \sum_i |Y_i(t) - \hat{Y}_i(t)| / |Y_i(t)|

Formula to calculate MRD over subjects, overTime=FALSE:
MRD_{i} = \int |Y_i(t) - \hat{Y}_i(t)| / |Y_i(t)| dt \approx G^{-1} \sum_g |Y_i(t_g) - \hat{Y}_i(t_g)| / |Y_i(t)|

Value

Returns a vector with the calculated MRD and some extra information in attributes.

Note

breaks cannot be changed in the case the bsignal() is used over the same domain as the response! In that case you would have to rename the index of the response or that of the covariates.

FDboost documentation built on Aug. 12, 2023, 5:13 p.m.