Description Usage Arguments Value Author(s) References Examples
The Bayesian procedure starts with one warplet in the model and uses the posterior distributions as priors for a more extended model with one more warplet. The model is built with adding one warplet at a time and allows for amplitude variations.
1 2 3 | MRwarp(Xdata, Ydata, chain = 400, thin = 10, burnin = 200, kernel.s,
components = 1, selection = "FIXED", shr = 0.3, outputfit = 1,
alpha = 0.1)
|
Xdata |
N by T matrix containing the T x-coordinates or time points of the N curve observations. Each row corresponds to a particular subject. No default. |
Ydata |
N by T matrix containing the T y-coordinates or response values of the N curve observations. Each row corresponds to a particular subject. No default. |
chain |
The total number of MCMC iterations (default=400). |
thin |
The thinning factor of the MCMC algorithm (default=10). |
burnin |
The number of MCMC iterations that are discarded (default=200). |
kernel.s |
Vector containing the starting values for the kernel parameters. No default. |
components |
The number of warping components in the final model (default=1). The value is ignored when selection="STEP". |
selection |
Whether we want to estimate a fixed number of warplets ("FIXED"), or evaluate the warping procedure after each component ("STEP") (default= "FIXED"). |
shr |
Determines the variance of the prior on the warplet intensities and shifts (default = 0.3). |
outputfit |
1 if the warped curves should be plotted after each estimated model, 0 otherwise (default=1). |
alpha |
The significance level to be used in the model selection procedure (default=0.1). |
last |
List of output values for the last fitted model. |
previous |
List of output values for the one but last fitted model. |
shift |
Component of the output list. A MCMC chain of the estimated horizontal shift for curves 1 to N. |
warping |
Component of the output list that is itself a list containing four quantities: lower, A, upper and Intensities. |
lower |
Component of warping. Adaptive MCMC chains of the estimated warping lower bounds (w_{l,1}, …, w_{l,Q-1}). |
A |
Component of warping. Adaptive MCMC chains of the estimated warping centers (a_1, …, a_{Q-1}). |
upper |
Component of warping. AMCMC chains of the estimated warping upper bounds (w_{u,1}, …, w_{u,Q-1}). |
Intensities |
Component of warping. Adaptive MCMC chains of the estimated warping intensities, first all N values for warplet 1,..., all N values for warplet Q. |
kernels |
Component of the output list. Adaptive MCMC chains of the estimated kernel lower bounds, centers and upper bounds. |
error.variance |
Component of the output list. The estimated value of the error variance. |
max.post.dens |
Component of the output list. The row in the parameter chain vectors/matrices corresponding to the highest posterior pseudo-log-likelihood. |
L. Slaets, G. Claeskens, B.W. Silverman.
See the papers: Slaets, Claeskens and Silverman (2010). Warping functional data in R and C
via a Bayesian Multiresolution approach. Journal of Statistical Software, 55(3), 1-22,
URL http://www.jstatsoft.org/v55/i03/.
Claeskens, Silverman and Slaets (2010). A multiresolution approach to time warping achievec by a Bayesian prior-posterior transfer fitting strategy. Journal of the Royal Statistical Society, Series B, 72(5), 673-694.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 | data(TICdata)
TIC = as.matrix(TICdata)
index = 1:200*2-1
TICy = t(matrix(index,200,11))
x = 1:400
for (i in 1:11)
{
TIC.sm = spm(TIC[i,]~f(x))
TICy[i,] = TIC.sm$fit$fitted[index]
}
TICx = t(matrix(index,200,11))
kernel.s = c(70,100,130,270,285,300)
## Not run:
output = MRwarp(Xdata=TICx,Ydata=TICy,chain=100,thin=5,burnin=50,kernel.s,
components=1,selection="FIXED",shr=0.3,outputfit=1,alpha=0.1)
## End(Not run)
|
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