multiMEI: Modified Epigraph Index for multivariate functional data

Description Usage Arguments Details Value See Also Examples

View source: R/multivariate_depths.R

Description

These functions compute the Modified Epigraph Index of elements of a multivariate functional dataset.

Usage

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multiMEI(Data, weights = "uniform")

## S3 method for class 'mfData'
multiMEI(Data, weights = "uniform")

## Default S3 method:
multiMEI(Data, weights = "uniform")

Arguments

Data

specifies the the multivariate functional dataset. It is either an object of class mfData or a list of 2-dimensional matrices having as rows the elements of that component and as columns the measurements of the functional data over the grid.

weights

either a set of weights (of the same length of Data ) or the string "uniform" specifying that a set of uniform weights (of value 1 / L, where L is the number of dimensions of the functional dataset and thus the length of Data) is to be used.

Details

Given a multivariate functional dataset composed of N elements with L components each, \mathbf{X_1} =( X^1_1(t), X^2_1(t), …, X^L_1(t)), and a set of L non-negative weights,

w_1, w_2, …, w_L, \qquad ∑_{i=1}^L w_i = 1,

these functions compute the MEI of each element of the functional dataset, namely:

MEI( \mathbf{X_j} ) = ∑_{i=1}^{L} w_i MEI( X^i_j ), \quad \forall j = 1, … N.

Value

The function returns a vector containing the values of MEI of each element of the multivariate functional dataset.

See Also

mfData, MEI, MHI, multiMHI

Examples

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N = 20
P = 1e3

grid = seq( 0, 10, length.out = P )

# Generating an exponential covariance function to be used to simulate gaussian
# functional data
Cov = exp_cov_function( grid, alpha = 0.2, beta = 0.8 )

# First component of the multivariate guassian functional dataset
Data_1 = generate_gauss_fdata( N, centerline = rep( 0, P ), Cov = Cov )

# First component of the multivariate guassian functional dataset
Data_2 = generate_gauss_fdata( N, centerline = rep( 0, P ), Cov = Cov )

mfD = mfData( grid, list( Data_1, Data_2 ) )

# Uniform weights
multiMEI( mfD, weights = 'uniform' )

# Non-uniform, custom weights
multiMEI( mfD, weights = c(2/3, 1/3) )

roahd documentation built on Aug. 24, 2020, 9:07 a.m.