Performs generalized linear scalar-on-function or scalar-on-image regression in the wavelet domain, by (naive) elastic net.

1 2 3 4 |

`y` |
scalar outcome vector. |

`xfuncs` |
functional predictors. For 1D predictors, an |

`covt` |
covariates, if any: an |

`min.scale` |
either a scalar, or a vector of candidate values to be compared. Used to control the coarseness level of the wavelet decomposition. Possible values are |

`nfeatures` |
number(s) of features, i.e. wavelet coefficients, to retain for prediction of |

`alpha` |
elastic net mixing parameter, used by |

`lambda` |
a vector of candidate regularization parameter values. If not supplied, |

`standardize` |
logical, passed to |

`pen.covt` |
logical: should the scalar covariates be penalized? If |

`filter.number` |
passed to |

`wavelet.family` |
family of wavelets: passed to |

`family` |
generalized linear model family. Current version supports |

`nfold` |
the number of validation sets ("folds") into which the data are divided. |

`nsplit` |
number of splits into |

`store.cv` |
logical: should the output include a CV result table? |

`store.glmnet` |
logical: should the output include the fitted |

`seed` |
the seed for random data division. If |

`...` |
other arguments passed to |

This function supports only the standard discrete wavelet transform (see argument `type`

in `wd`

) with periodic boundary handling (see argument `bc`

in `wd`

).

For 2D predictors, setting `min.scale=1`

will lead to an error, due to a technical detail regarding `imwd`

. Please contact the authors if a workaround is needed.

An object of class `"wnet"`

, which is a list with the following components:

`glmnet` |
if |

`fitted.value` |
the fitted values. |

`coef.param` |
parametric coefficient estimates, for the scalar covariates. |

`fhat` |
coefficient function estimate. |

`Rsq` |
coefficient of determination. |

`lambda.table` |
array giving the candidate lambda values, chosen automatically by |

`tuning.params` |
a |

`cv.table` |
if |

`se.cv` |
if |

`family` |
generalized linear model family. |

Lan Huo and Yihong Zhao

Zhao, Y., Ogden, R. T., and Reiss, P. T. (2012). Wavelet-based LASSO in functional linear regression. *Journal of Computational and Graphical Statistics*, 21(3), 600–617.

Zhao, Y., Chen, H., and Ogden, R. T. Wavelet-based Adaptive LASSO and screening approaches in functional linear regression. *Journal of Computational and Graphical Statistics*, to appear.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 | ```
## Not run:
### 1D functional predictor example ###
data(gasoline)
# input a single value of each tuning parameters
gas.wnet1 <- wnet(gasoline$octane, xfuncs = gasoline$NIR[,1:256],
nfeatures= 20, min.scale = 0, alpha = 1)
gas.wpcr1 <- wcr(gasoline$octane, xfuncs = gasoline$NIR[,1:256], min.scale = 0,
nfeatures = 20, ncomp = 15)
gas.wpls1 <- wcr(gasoline$octane, xfuncs = gasoline$NIR[,1:256], min.scale = 0,
nfeatures = 20, ncomp = 15, method = "pls")
plot(gas.wnet1)
plot(gas.wpcr1)
plot(gas.wpls1)
# input vectors of candidate tuning parameter values
gas.wnet2 <- wnet(gasoline$octane, xfuncs = gasoline$NIR[,1:256],
nfeatures= 20, min.scale = 0:3, alpha = c(0.9, 1))
gas.wpcr2 <- wcr(gasoline$octane, xfuncs = gasoline$NIR[,1:256], min.scale = 0:3,
nfeatures = c(16, 18, 20), ncomp = 10:15)
gas.wpls2 <- wcr(gasoline$octane, xfuncs = gasoline$NIR[,1:256], min.scale = 0:3,
nfeatures = c(16, 18, 20), ncomp = 10:15, method = "pls")
plot(gas.wnet2)
plot(gas.wpcr2)
plot(gas.wpls2)
### 2D functional predictor example ###
n = 200; d = 64
# Create true coefficient function
ftrue = matrix(0,d,d)
ftrue[40:46,34:38] = 1
# Generate random functional predictors, and scalar responses
ii = array(rnorm(n*d^2), dim=c(n,d,d))
iimat = ii; dim(iimat) = c(n,d^2)
yy = iimat %*% as.vector(ftrue) + rnorm(n, sd=.3)
mm.wnet <- wnet(yy, xfuncs = ii, min.scale = 4, alpha = 1)
mm.wpls <- wcr(yy, xfuncs = ii, min.scale = 4, nfeatures = 20, ncomp = 6,
method = "pls")
plot(mm.wnet)
plot(mm.wpls)
### 3D functional predictor example ###
n = 200; d = 16
# Create true coefficient function
ftrue = array(0,dim = rep(d, 3))
ftrue[10:16,12:15, 4:8] = 1
# Generate random functional predictors, and scalar responses
ii = array(rnorm(n*d^3), dim=c(n,rep(d,3)))
iimat = ii; dim(iimat) = c(n,d^3)
yy = iimat %*% as.vector(ftrue) + rnorm(n, sd=.3)
mmm.wnet <- wnet(yy, xfuncs = ii, min.scale = 2, alpha = 1)
mmm.wpls <- wcr(yy, xfuncs = ii, min.scale = 2, nfeatures = 20, ncomp = 6,
method = "pls")
plot(mmm.wnet)
plot(mmm.wpls)
## End(Not run)
``` |

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