adaptive_bandwidth

Computes the data-driven bandwidth using a method based on the
spectral density operator which adapts to the functional data.

Analyze functional data and its change points. Includes
functionality to store and process data, summarize and validate assumptions,
characterize and perform inference of change points, and provide
visualizations. Data is stored as discretely collected observations without
requiring the selection of basis functions. For more details see chapter 8
of Horvath and Rice (2024) <doi:10.1007/978-3-031-51609-2>. Additional papers
are forthcoming. Focused works are also included in the documentation of
corresponding functions.

Jeremy VanderDoes

fChange

Functional Change Point Detection and Analysis

Gregory Rice

Martin Wendler

adaptive_bandwidth function

<dl><dt>X</dt>
<dd>A dfts object or data which can be automatically converted to that
format. See <code>dfts()</code>.</dd>
<dt>kernel</dt>
<dd>Kernel function. No additional parameters are needed for
<code>bartlett_kernel()</code>, <code>parzen_kernel()</code>, <code>tukey_hanning_kernel()</code>,
and <code>quadratic_spectral_kernel()</code>.</dd>
<dt>name, order, weighting</dt>
<dd>Additional parameters if non-standard kernels, e.g.
those not in fChange, are used. See references for the definitions. Name is
extracted from the kernel name to select <code>order</code>/<code>weighting</code> when
not given, if the function aligns with the recommended functions, see
<code>kernel</code> parameter.</dd></dl>

Arguments

Adaptive_bandwidth — adaptive_bandwidth

<dl>

<dt>X</dt>
<dd>A dfts object or data which can be automatically converted to that
format. See <code>dfts()</code>.</dd>


<dt>kernel</dt>
<dd>Kernel function. No additional parameters are needed for
<code>bartlett_kernel()</code>, <code>parzen_kernel()</code>, <code>tukey_hanning_kernel()</code>,
and <code>quadratic_spectral_kernel()</code>.</dd>


<dt>name, order, weighting</dt>
<dd>Additional parameters if non-standard kernels, e.g.
those not in fChange, are used. See references for the definitions. Name is
extracted from the kernel name to select <code>order</code>/<code>weighting</code> when
not given, if the function aligns with the recommended functions, see
<code>kernel</code> parameter.</dd>

</dl>

adaptive_bandwidth: Adaptive_bandwidth

Description

Usage

Value

Arguments

References

See Also

Examples