This function generates a Simultaneous Confidence Region (SCR) for the estimated function
fix.SCR(
ts,
c,
d,
m = "MV",
b_time,
b_timese,
mp_type,
type,
fix_num = 0,
r = 1,
s = 1,
n_point = 4000,
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
the window size for the simultaneous confidence region procedure, with the default being 'MV,' which stands for the Minimum Volatility method
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 fixed time t value. "fixx" represents fix variate value
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
number of points for SCR, the default is 4000
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