addError: Add Gaussian white noise to functional data objects

In funData: An S4 Class for Functional Data

Description

This function generates an artificial noisy version of a functional data object of class funData (univariate) or multiFunData (multivariate) by adding iid. realizations of Gaussian random variables \eps ~ N(0, σ^2) to the observations. The standard deviation σ can be supplied by the user.

Usage

addError(funDataObject, sd)

Arguments

funDataObject	A functional data object of class funData or multiFunData.
sd	The standard deviation σ of the Gaussian white noise that is added to the data. Defaults to 1. See Description.

Value

An object of the same class as funDataObject, which is a noisy version of the original data.

See Also

funData, multiFunData, simFunData, simMultiFunData.

Examples

oldPar <- par(no.readonly = TRUE)
set.seed(1)

# Univariate functional data
plain <- simFunData(argvals = seq(0,1,0.01), M = 10, eFunType = "Fourier",
                    eValType = "linear", N = 1)$simData
noisy <- addError(plain , sd = 0.5)
veryNoisy <- addError(plain, sd = 2)

plot(plain, main = "Add error", ylim = range(veryNoisy@X))
plot(noisy, type = "p", pch = 20, add = TRUE)
plot(veryNoisy, type = "p", pch = 4, add = TRUE)
legend("topright", c("Plain", "Noisy", "Very Noisy"), lty = c(1, NA, NA), pch = c(NA, 20 ,4))

# Multivariate functional data
plain <- simMultiFunData(type = "split", argvals = list(seq(0,1,0.01), seq(-.5,.5,0.02)), M = 10,
                        eFunType = "Fourier", eValType = "linear", N = 1)$simData
noisy <- addError(plain , sd = 0.5)
veryNoisy <- addError(plain, sd = 2)

par(mfrow = c(1,2))
plot(plain[[1]], main = "Add error (multivariate)", ylim = range(veryNoisy[[1]]@X))
plot(noisy[[1]], type = "p", pch = 20, add = TRUE)
plot(veryNoisy[[1]], type = "p", pch = 4, add = TRUE)

plot(plain[[2]], main = "Add error (multivariate)", ylim = range(veryNoisy[[2]]@X))
plot(noisy[[2]], type = "p", pch = 20, add = TRUE)
plot(veryNoisy[[2]], type = "p", pch = 4, add = TRUE)
legend("topright", c("Plain", "Noisy", "Very Noisy"), lty = c(1, NA, NA), pch = c(NA, 20 ,4))

par(oldPar)

Example output

Attaching package: 'funData'

The following object is masked from 'package:stats':

    integrate

funData documentation built on Oct. 17, 2021, 5:06 p.m.