Var.y: Sampling Variance estimates

In fda.usc: Functional Data Analysis and Utilities for Statistical Computing

Sampling Variance estimates

Description

Sampling variance or error variance estimates for regression estimates.

Usage

Var.y(y, S, Var.e = NULL)

Arguments

y	fdata class object.
S	Smoothing matrix calculated by S.basis or S.NW functions.
Var.e	Error Variance Estimates. If Var.e=NULL, Var.e is calculated.

Value

Var.y: returns the sampling variance of the functional data. Var.e: returns the sampling error variance of the functional data.

Author(s)

Manuel Febrero-Bande, Manuel Oviedo de la Fuente [e-mail]

References

Ramsay, James O., and Silverman, Bernard W. (2006), Functional Data Analysis, 2nd ed., Springer, New York.

See Also

See Also as Var.e

Examples

a1<-seq(0,1,by=.01)
a2=rnorm(length(a1),sd=0.2)
f1<-(sin(2*pi*a1))+rnorm(length(a1),sd=0.2)
nc<-50
np<-length(f1)
tt=1:101
mdata<-matrix(NA,ncol=np,nrow=nc)
for (i in 1:nc) mdata[i,]<- (sin(2*pi*a1))+rnorm(length(a1),sd=0.2)
mdata<-fdata(mdata,tt)
S=S.NW(tt,h=0.15)
var.e<-Var.e(mdata,S)
var.y<-Var.y(mdata,S)
var.y2<-Var.y(mdata,S,var.e) #the same

fda.usc documentation built on Oct. 17, 2022, 9:06 a.m.