fdadensity: Functional Data Analysis for Density Functions by Transformation to a Hilbert Space
Version 0.1.1

An implementation of the methodology described in Petersen and Mueller (2016) for the functional data analysis of samples of density functions. Densities are first transformed to their corresponding log quantile densities, followed by ordinary Functional Principal Components Analysis (FPCA). Transformation modes of variation yield improved interpretation of the variability in the data as compared to FPCA on the densities themselves. The standard fraction of variance explained (FVE) criterion commonly used for functional data is adapted to the transformation setting, also allowing for an alternative quantification of variability for density data through the Wasserstein metric of optimal transport.

Getting started

Package details

AuthorA. Petersen, P. Z. Hadjipantelis and H.G. Mueller
Date of publication2018-02-08 21:48:58 UTC
MaintainerAlexander Petersen <[email protected]>
LicenseBSD_3_clause + file LICENSE
Version0.1.1
URL https://github.com/functionaldata/tDENS
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("fdadensity")

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fdadensity documentation built on Feb. 9, 2018, 6:07 a.m.