simulation_model5: Convenience function for generating functional data

In fdaoutlier: Outlier Detection Tools for Functional Data Analysis

Convenience function for generating functional data

Description

This models generates shape outliers with a different covariance structure from that of the main model. The main model is of the form:

X_i(t) = \mu t + e_i(t),

contamination model of the form:

X_i(t) = \mu t + \tilde{e}_i(t),

where t\in [0,1], and e_i(t) and \tilde{e}_i(t) are Gaussian processes with zero mean and covariance function of the form:

\gamma(s,t) = \alpha\exp(-\beta|t-s|^\nu)

Please see the simulation models vignette with vignette("simulation_models", package = "fdaoutlier") for more details.

Usage

simulation_model5(
  n = 100,
  p = 50,
  outlier_rate = 0.05,
  mu = 4,
  cov_alpha = 1,
  cov_beta = 1,
  cov_nu = 1,
  cov_alpha2 = 5,
  cov_beta2 = 2,
  cov_nu2 = 0.5,
  deterministic = TRUE,
  seed = NULL,
  plot = F,
  plot_title = "Simulation Model 5",
  title_cex = 1.5,
  show_legend = T,
  ylabel = "",
  xlabel = "gridpoints"
)

Arguments

n	The number of curves to generate. Set to 100 by default.
p	The number of evaluation points of the curves. Curves are usually generated over the interval [0, 1]. Set to 50 by default.
outlier_rate	A value between [0, 1] indicating the percentage of outliers. A value of 0.06 indicates about 6\% of the observations will be outliers depending on whether the parameter deterministic is TRUE or not. Set to 0.05 by default.
mu	The mean value of the functions. Set to 4 by default.
cov_alpha, cov_alpha2	A value indicating the coefficient of the exponential function of the covariance matrix, i.e., the \alpha in the covariance function. cov_alpha is for the main model while cov_alpha2 is for the covariance function of the contamination model. cov_alpha is set to 1 by default while cov_alpha2 is set to 5 by default.
cov_beta, cov_beta2	A value indicating the coefficient of the terms inside the exponential function of the covariance matrix, i.e., the \beta in the covariance function. cov_beta is for the main model while cov_beta2 is for the covariance function of the contamination model. cov_beta is set to 1 by default while cov_beta2 is set to 2 by default.
cov_nu, cov_nu2	A value indicating the power to which to raise the terms inside the exponential function of the covariance matrix, i.e., the \nu in the covariance function. cov_nu is for the main model while cov_nu2 is for the covariance function of the contamination model. cov_nu is set to 1 by default while cov_nu2 is set to 0.5 by default.
deterministic	A logical value. If TRUE, the function will always return round(n*outlier_rate) outliers and consequently the number of outliers is always constant. If FALSE, the number of outliers are determined using n Bernoulli trials with probability outlier_rate, and consequently the number of outliers returned is random. TRUE by default.
seed	A seed to set for reproducibility. NULL by default in which case a seed is not set.
plot	A logical value indicating whether to plot data.
plot_title	Title of plot if plot is TRUE
title_cex	Numerical value indicating the size of the plot title relative to the device default. Set to 1.5 by default. Ignored if plot = FALSE.
show_legend	A logical indicating whether to add legend to plot if plot = TRUE.
ylabel	The label of the y-axis. Set to "" by default.
xlabel	The label of the x-axis if plot = TRUE. Set to "gridpoints" by default.

Value

A list containing:

data	a matrix of size n by p containing the simulated data set
true_outliers	a vector of integers indicating the row index of the outliers in the generated data.

Examples

dt <- simulation_model5(plot = TRUE)
dt$true_outliers
dim(dt$data)

fdaoutlier documentation built on Oct. 1, 2023, 1:06 a.m.