In aefdz/depthPoFDA: Partially Observed Integrated Functional Depth

knitr::opts_chunk$set(echo = TRUE)
library(POIFD)

POIFD

Overview

Software companion for the paper “Integrated Depth for Partially Observed Functiona Data” (Elías, Antonio, Jiménez, Raúl, Paganoni, Anna M. and Sangalli, Laura M., 2020).

It implements the proposed depth measures, functional boxplot and functional outliergram for partially observed functional data.

Installation

#install the package
devtools::install_github("aefdz/POIFD")

#load the package
library(POIFD)

Test usage

#Generate data
sparse_gaussian <- gaussian_PoFD(n=10, p=200, type="sparse", observability=0.5)
common_gaussian <- gaussian_PoFD(n=10, p=200, type="common", observability=0.5)
interval_gaussian <- gaussian_PoFD(n=10, p=200, type="interval", ninterval=3, observability=0.5)

#plot the data sets
plot_sparse <- plot_PoFD(sparse_gaussian$pofd)
plot_interval <- plot_PoFD(interval_gaussian$pofd)
plot_common <- plot_PoFD(common_gaussian$pofd)

plot_sparse 

plot_interval

plot_common

Computing depths

mbd <- POIFD(common_gaussian$pofd, type = "MBD")

(median <- mbd[1])

• Fraiman, R. and Muniz, G. (2001). Trimmed means for functional data. Test, 10(2):419–440.
• Ĺopez-Pintado, S. and Romo, J. (2009). On the concept of depth for functional data. Journal of the American Statistical Association, 104(486):718–734.
• López-Pintado, S. and Romo, J. (2011). A half-region depth for functional data. Computational Statistics and Data Analysis, 55(4):1679–1695.

Functional Boxplot and magnitude outliers

data(exampleData)

fboxplot <- boxplot_PoFD(exampleData$PoFDextremes_outliers, centralRegion = 0.5, fmag = 1.5, fdom = 1)

fboxplot$magnitude
fboxplot$domain

fboxplot$fboxplot

• Sun, Y. and Genton, M. G. (2011). Functional boxplots. Journal of Computational and Graphical Statistics, 20(2):316–334.

Functional Outliergram and Shape Outliers

outliergram <- outliergram_PoFD(exampleData$PoFDextremes_outliers)

outliergram$shape

outliergram$outliergram

• Arribas-Gil, A. and Romo, J. (2014). Shape outlier detection and visualization for functional data: the outliergram. Biostatistics, 15(4):603–619.

References

Elías, Antonio, Jiménez, Raúl, Paganoni, Anna M. and Sangalli, Laura M. (2020). Integrated Depths for Partially ObservedFunctional Data. (submitted)

aefdz/depthPoFDA documentation built on Jan. 8, 2021, 10:16 p.m.