funcharts (version 1.7.0)

get_mfd_list_real_time: Get a list of functional data objects each evolving up to an intermediate domain point.

Description

This function produces a list functional data objects, each evolving up to an intermediate domain point, that can be used to estimate models that allow real-time predictions of incomplete functions, from the current functional domain up to the end of the observation, and to build control charts for real-time monitoring.

It calls the function get_mfd_list for each domain point.

Usage

get_mfd_list_real_time(
  data_list,
  grid = NULL,
  n_basis = 30,
  n_order = 4,
  basisobj = NULL,
  Lfdobj = 2,
  lambda = NULL,
  lambda_grid = 10^seq(-10, 1, length.out = 10),
  k_seq = seq(from = 0.2, to = 1, by = 0.1),
  ncores = 1
)

Value

A list of mfd objects as produced by get_mfd_list.

Arguments

data_list

See get_mfd_list.

grid

See get_mfd_list.

n_basis

See get_mfd_list.

n_order

See get_mfd_list.

basisobj

See get_mfd_list.

Lfdobj

See get_mfd_list.

lambda

See get_mfd_list.

lambda_grid

See get_mfd_df.

k_seq

A vector of values between 0 and 1, containing the domain points over which functional data are to be evaluated in real time. If the domain is the interval (a,b), for each instant k in the sequence, functions are evaluated in (a,a+k(b-a)).

ncores

If you want parallelization, give the number of cores/threads to be used when creating mfd objects separately for different instants.

See Also

get_mfd_list

Examples

library(funcharts)
data("air")
# Only take first 5 multivariate functional observations from air
air_small <- lapply(air, function(x) x[1:5, ])
# Consider only 3 domain points: 0.5, 0.75, 1
mfdobj <- get_mfd_list_real_time(data_list = air_small,
                                 lambda = 1e-2,
                                 k_seq = c(0.5, 0.75, 1))