This function generates a Simultaneous Confidence Region (SCR) for the estimated function with chosen bases.
auto.SCR(
ts,
c,
d,
b_time,
b_timese,
mp_type,
type,
ops,
m = "MV",
fix_num = 0,
r = 1,
s = 1,
per = 0,
k = 0,
upper = 10
)A list containing dataframes with three columns each. The first column corresponds to input values. The second column contains values of the estimated function, along with their upper and lower bounds. The third column is a factor that indicates the types associated with the values in the second column.
ts is the data set which is a time series data typically
the maximum value of number of basis for time input
the maximum value of number of basis for variate input
type of basis for time input
type of basis for variate input
select type of mapping function, "algeb" indicates algebraic mapping on the real line. "logari" represents logarithmic mapping on the real line
select type of estimation."fixt" indicates fix time t estimation. "fixx" represents fixed variate estimation
Criteria for choosing the number of bases are provided by the package, offering four options: "AIC," "BIC," "CV," and "Kfold," each corresponding to a specific Criteria
the window size for the simultaneous confidence region procedure, with the default being 'MV,' which stands for the Minimum Volatility method
fix_num indicates the use of fixed-value nonlinear time series regression. If "fixt" is chosen, it represents a fixed time value. Otherwise, if not selected, it pertains to a fixed variate value
indicates number of variate
s is a positive scaling factor, the default is 1
the percentage for test set used in "CV" option
the number of fold used in "Kfold" option
upper The upper bound for the variate basis domain. The default value is 10. When "algeb" or "logari" is chosen, the domain is automatically set from -upper to upper