funcharts (version 1.8.0)

get_mfd_df_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_df for each domain point.

Usage

get_mfd_df_real_time(
  dt,
  domain,
  arg,
  id,
  variables,
  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 = 0.25, to = 1, length.out = 10),
  ncores = 1
)

Value

A list of mfd objects as produced by get_mfd_df, corresponding to a given instant.

Arguments

dt

See get_mfd_df.

domain

See get_mfd_df.

arg

See get_mfd_df.

id

See get_mfd_df.

variables

See get_mfd_df.

n_basis

See get_mfd_df.

n_order

See get_mfd_df.

basisobj

See get_mfd_df.

Lfdobj

See get_mfd_df.

lambda

See get_mfd_df.

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,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_df

Examples

library(funcharts)

x <- seq(1, 10, length = 25)
y11 <- cos(x)
y21 <- cos(2 * x)
y12 <- sin(x)
y22 <- sin(2 * x)
df <- data.frame(id = factor(rep(1:2, each = length(x))),
                 x = rep(x, times = 2),
                 y1 = c(y11, y21),
                 y2 = c(y12, y22))

mfdobj_list <- get_mfd_df_real_time(dt = df,
                                    domain = c(1, 10),
                                    arg = "x",
                                    id = "id",
                                    variables = c("y1", "y2"),
                                    lambda = 1e-2)