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refund (version 0.1-1)

af_old: Construct an FGAM regression term

Usage

af_old(X, argvals = seq(0, 1, l = ncol(X)), xind = NULL,
  basistype = c("te", "t2", "s"), integration = c("simpson", "trapezoidal",
  "riemann"), L = NULL, splinepars = list(bs = "ps", k =
  c(min(ceiling(nrow(X)/5), 20), min(ceiling(ncol(X)/5), 20)), m = list(c(2, 2),
  c(2, 2))), presmooth = TRUE, Xrange = range(X), Qtransform = FALSE)

Arguments

X
an N by J=ncol(argvals) matrix of function evaluations $X_i(t_{i1}),., X_i(t_{iJ}); i=1,.,N.$
argvals
matrix (or vector) of indices of evaluations of $X_i(t)$; i.e. a matrix with ith row $(t_{i1},.,t_{iJ})$
xind
Same as argvals. It will discard this argument in the next version of refund.
basistype
defaults to "te", i.e. a tensor product spline to represent $F(x,t)$ Alternatively, use "s" for bivariate basis functions (see s) or "t2" for an alternative parameterizati
integration
method used for numerical integration. Defaults to "simpson"'s rule for calculating entries in L. Alternatively and for non-equidistant grids, "trapezoidal" or "riemann". "riemann" integra
L
optional weight matrix for the linear functional
splinepars
optional arguments specifying options for representing and penalizing the function $F(x,t)$. Defaults to a cubic tensor product B-spline with marginal second-order difference penalties, i.e. list(bs="ps", m=list(c(2, 2), c(2, 2)), see
presmooth
logical; if true, the functional predictor is pre-smoothed prior to fitting; see smooth.basisPar
Xrange
numeric; range to use when specifying the marginal basis for the x-axis. It may be desired to increase this slightly over the default of range(X) if concerned about predicting for future observed curves that take values outside of
Qtransform
logical; should the functional be transformed using the empirical cdf and applying a quantile transformation on each column of X prior to fitting? This ensures Xrange=c(0,1). If Qtransform=TRUE and presmoot

Value

  • A list with the following entries:
    1. call- a"call"tote(ors,t2) using the appropriately constructed covariate and weight matrices.
    2. argvals- theargvalsargument supplied toaf
    3. L{ the matrix of weights used for the integration
    4. xindname{ the name used for the functional predictor variable in theformulaused bymgcv.
  • tindname - the name used for argvals variable in the formula used by mgcv Lname - the name used for the L variable in the formula used by mgcv presmooth - the presmooth argument supplied to af Qtranform - the Qtransform argument supplied to af Xrange - the Xrange argument supplied to af ecdflist - a list containing one empirical cdf function from applying ecdf to each (possibly presmoothed) column of X. Only present if Qtransform=TRUE Xfd - an fd object from presmoothing the functional predictors using smooth.basisPar. Only present if presmooth=TRUE. See fd. Defines a term $\int_{T}F(X_i(t),t)dt$ for inclusion in an mgcv::gam-formula (or bam or gamm or gamm4:::gamm) as constructed by fgam, where $F(x,t)$$ is an unknown smooth bivariate function and $X_i(t)$ is a functional predictor on the closed interval $T$. Defaults to a cubic tensor product B-spline with marginal second-order difference penalties for estimating $F(x,t)$. The functional predictor must be fully observed on a regular grid [object Object],[object Object] McLean, M. W., Hooker, G., Staicu, A.-M., Scheipl, F., and Ruppert, D. (2014). Functional generalized additive models. Journal of Computational and Graphical Statistics, 23 (1), pp. 249-269. Available at http://www.ncbi.nlm.nih.gov/pmc/articles/PMC3982924. fgam, lf, mgcv's linear.functional.terms, fgam for examples