Fstat.fd: F-statistic for functional linear regression.

Description Usage Arguments Details Value Source See Also

Description

Fstat.fd calculates a pointwise F-statistic for functional linear regression.

Usage

1
 Fstat.fd(y,yhat,argvals=NULL)

Arguments

y

the dependent variable object. It may be:

  • a vector if the dependent variable is scalar.

  • a functional data object if the dependent variable is functional.

yhat

The predicted values corresponding to y. It must be of the same class.

argvals

If yfdPar is a functional data object, the points at which to evaluate the pointwise F-statistic.

Details

An F-statistic is calculated as the ratio of residual variance to predicted variance.

If argvals is not specified and yfdPar is a fd object, it defaults to 101 equally-spaced points on the range of yfdPar.

Value

A list with components

F

the calculated pointwise F-statistics.

argvals

argument values for evaluating the F-statistic if yfdPar is a functional data object.

Source

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

See Also

fRegress Fstat.fd



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