R/Fstat.fd.R

In fda: Functional Data Analysis

Fstat.fd <- function(y,yhat,argvals=NULL) {    
  
  # observed, predicted and where to evaluate
  
  if( is.numeric(yhat) ) yhat <- as.vector(yhat) 
  
  if( (is.vector(y) & !is.vector(yhat)) | (is.fd(y) &!is.fd(yhat)) ) {
    stop("y and yhat must both be either scalars or functional data objects.")
  }
  
  
  if( is.fd(y) ) {
    rangeobs <- y$basis$range
    rangehat <- yhat$basis$range
    
    if( !prod(rangeobs == rangehat) ){
      stop("y and yhat do not have the same range")
    }
    
    
    if(is.null(argvals)){
      argvals <- seq(rangeobs[1],rangeobs[2],length.out=101)
    }
    
    yvec    <- eval.fd(argvals,y)
    yhatvec <- eval.fd(argvals,yhat)
    
    F <- apply(yhatvec,1,var)/apply( (yvec-yhatvec)^2,1,mean)
    
  } else {
    yvec    <- y
    yhatvec <- yhat
    F <- var(yhatvec)/mean( (yvec-yhatvec)^2 )
  }
  
  return( list(F=F,argvals=argvals) )
}