ffpc: Construct a PC-based function-on-function regression term In refund: Regression with Functional Data

Description

Defines a term \int X_i(s)β(t,s)ds for inclusion in an mgcv::gam-formula (or bam or gamm or gamm4:::gamm4) as constructed by pffr.

Usage

 1 2 3 4 5 6 7 8 ffpc( X, yind = NULL, xind = seq(0, 1, length = ncol(X)), splinepars = list(bs = "ps", m = c(2, 1), k = 8), decomppars = list(pve = 0.99, useSymm = TRUE), npc.max = 15 )

Arguments

 X an n by ncol(xind) matrix of function evaluations X_i(s_{i1}),…, X_i(s_{iS}); i=1,…,n. yind DEPRECATED used to supply matrix (or vector) of indices of evaluations of Y_i(t), no longer used. xind matrix (or vector) of indices of evaluations of X_i(t), defaults to seq(0, 1, length=ncol(X)). splinepars optional arguments supplied to the basistype-term. Defaults to a cubic B-spline with first difference penalties and 8 basis functions for each \tilde β_k(t). decomppars parameters for the FPCA performed with fpca.sc. npc.max maximal number K of FPCs to use, regardless of decomppars; defaults to 15

Details

In contrast to ff, ffpc does an FPCA decomposition X(s) \approx ∑^K_{k=1} ξ_{ik} Φ_k(s) using fpca.sc and represents β(t,s) in the function space spanned by these Φ_k(s). That is, since

\int X_i(s)β(t,s)ds = ∑^K_{k=1} ξ_{ik} \int Φ_k(s) β(s,t) ds = ∑^K_{k=1} ξ_{ik} \tilde β_k(t),

the function-on-function term can be represented as a sum of K univariate functions \tilde β_k(t) in t each multiplied by the FPC scores ξ_{ik}. The truncation parameter K is chosen as described in fpca.sc. Using this instead of ff() can be beneficial if the covariance operator of the X_i(s) has low effective rank (i.e., if K is small). If the covariance operator of the X_i(s) is of (very) high rank, i.e., if K is large, ffpc() will not be very efficient.

To reduce model complexity, the \tilde β_k(t) all have a single joint smoothing parameter (in mgcv, they get the same id, see s).

Please see pffr for details on model specification and implementation.

Value

A list containing the necessary information to construct a term to be included in a mgcv::gam-formula.

Fabian Scheipl

Examples

 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 ## Not run: set.seed(1122) n <- 55 S <- 60 T <- 50 s <- seq(0,1, l=S) t <- seq(0,1, l=T) #generate X from a polynomial FPC-basis: rankX <- 5 Phi <- cbind(1/sqrt(S), poly(s, degree=rankX-1)) lambda <- rankX:1 Xi <- sapply(lambda, function(l) scale(rnorm(n, sd=sqrt(l)), scale=FALSE)) X <- Xi %*% t(Phi) beta.st <- outer(s, t, function(s, t) cos(2 * pi * s * t)) y <- (1/S*X) %*% beta.st + 0.1 * matrix(rnorm(n * T), nrow=n, ncol=T) data <- list(y=y, X=X) # set number of FPCs to true rank of process for this example: m.pc <- pffr(y ~ c(1) + 0 + ffpc(X, yind=t, decomppars=list(npc=rankX)), data=data, yind=t) summary(m.pc) m.ff <- pffr(y ~ c(1) + 0 + ff(X, yind=t), data=data, yind=t) summary(m.ff) # fits are very similar: all.equal(fitted(m.pc), fitted(m.ff)) # plot implied coefficient surfaces: layout(t(1:3)) persp(t, s, t(beta.st), theta=50, phi=40, main="Truth", ticktype="detailed") plot(m.ff, select=1, pers=TRUE, zlim=range(beta.st), theta=50, phi=40, ticktype="detailed") title(main="ff()") ffpcplot(m.pc, type="surf", auto.layout=FALSE, theta = 50, phi = 40) title(main="ffpc()") # show default ffpcplot: ffpcplot(m.pc) ## End(Not run)

refund documentation built on July 1, 2021, 9:06 a.m.