mean.fts: Mean functions for functional time series
Description
Computes mean of functional time series at each variable.
Usage
## S3 method for class 'fts':
mean(x, method = c("coordinate", "FM", "mode", "RP", "RPD"),
na.rm = TRUE, ...)
Arguments
Value
A list containing x = variables and y = mean rates.
Details
If method = "coordinate", it computes the coordinate-wise functional mean.
If method = "FM", it computes the mean of trimmed functional data ordered by the functional depth of Fraiman and Muniz (2001).
If method = "mode", it computes the mean of trimmed functional data ordered by $h$-modal functional depth.
If method = "RP", it computes the mean of trimmed functional data ordered by random projection depth.
If method = "RPD", it computes the mean of trimmed functional data ordered by random projection derivative depth.
References
O. Hossjer and C. Croux (1995) "Generalized univariate signed rank statistics for testing and estimating a multivariate location parameter", Journal of Nonparametric Statistics, 4(3), 293-308.
A. Cuevas and M. Febrero and R. Fraiman (2006) "On the use of bootstrap for estimating functions with functional data", Computational Statistics & Data Analysis, 51(2), 1063-1074.
M. Febrero and P. Galeano and W. Gonzalez-Manteiga (2008) "Outlier detection in functional data by depth measures, with application to identify abnormal NOx levels", Environmetrics, 19(4), 331-345.