Title: | Working with and Analyzing Functional Data of Varying Lengths |
Version: | 0.1.0 |
Description: | Comprehensive set of tools for analyzing and manipulating functional data with non-uniform lengths. This package addresses two common scenarios in functional data analysis: Variable Domain Data, where the observation domain differs across samples, and Partially Observed Data, where observations are incomplete over the domain of interest. 'VDPO' enhances the flexibility and applicability of functional data analysis in 'R'. See Amaro et al. (2024) <doi:10.48550/arXiv.2401.05839>. |
License: | MIT + file LICENSE |
Encoding: | UTF-8 |
Depends: | R (≥ 3.5.0) |
Imports: | utils, Matrix, SOP, splines, stats |
Suggests: | ggplot2, knitr, RColorBrewer, rmarkdown, testthat (≥ 3.0.0) |
RoxygenNote: | 7.3.2 |
Config/testthat/edition: | 3 |
VignetteBuilder: | knitr |
URL: | https://pavel-hernadez-amaro.github.io/VDPO/ |
NeedsCompilation: | no |
Packaged: | 2024-10-17 17:14:58 UTC; nacho |
Author: | Pavel Hernandez [aut, cre], Jose Ignacio Diez [ctr], Maria Durban [ctb], Maria del Carmen Aguilera-Morillo [ctb] |
Maintainer: | Pavel Hernandez <pavel.amaro96@gmail.com> |
Repository: | CRAN |
Date/Publication: | 2024-10-21 11:30:26 UTC |
Data generator function for the variable domain case
Description
Generates a variable domain functional regression model
Usage
data_generator_vd(
N = 100,
J = 100,
nsims = 1,
Rsq = 0.95,
aligned = TRUE,
multivariate = FALSE,
beta_index = 1,
use_x = FALSE,
use_f = FALSE
)
Arguments
N |
Number of subjects. |
J |
Number of maximum observations per subject. |
nsims |
Number of simulations per the simulation study. |
Rsq |
Variance of the model. |
aligned |
If the data that will be generated is aligned or not. |
multivariate |
If TRUE, the data is generated with 2 functional variables. |
beta_index |
Index for the beta. |
use_x |
If the data is generated with x. |
use_f |
If the data is generated with f. |
Value
A list containing the following components:
y:
vector
of length N containing the response variable.X_s:
matrix
of non-noisy functional data for the first functional covariate.X_se:
matrix
of noisy functional data for the first functional covariateY_s:
matrix
of non-noisy functional data for the second functional covariate (if multivariate).Y_se:
matrix
of noisy functional data for the second covariate (if multivariate).x1:
vector
of length N containing the non-functional covariate (if use_x is TRUE).x2:
vector
of length N containing the observed values of the smooth term (if use_f is TRUE).smooth_term:
vector
of length N containing a smooth term (if use_f is TRUE).Beta:
array
containing the true functional coefficients.
Examples
# Basic usage with default parameters
sim_data <- data_generator_vd()
# Generate data with non-aligned domains
non_aligned_data <- data_generator_vd(N = 150, J = 120, aligned = FALSE)
# Generate multivariate functional data
multivariate_data <- data_generator_vd(N = 200, J = 100, multivariate = TRUE)
# Generate data with non-functional covariates and smooth term
complex_data <- data_generator_vd(
N = 100,
J = 150,
use_x = TRUE,
use_f = TRUE
)
# Generate data with a different beta function and R-squared value
custom_beta_data <- data_generator_vd(
N = 80,
J = 80,
beta_index = 2,
Rsq = 0.8
)
# Access components of the generated data
y <- sim_data$y # Response variable
X_s <- sim_data$X_s # Noise-free functional covariate
X_se <- sim_data$X_se # Noisy functional covariate
Defining variable domain functional data terms in vd_fit formulae
Description
Auxiliary function used to define ffvd
terms within vd_fit
model formulae.
This term represents a functional predictor where each function is observed over a domain of varying length.
The formulation is \frac{1}{T_i} \int _1^{T_i} X_i(t)\beta(t,T_i)dt
, where X_i(t)
is a functional covariate of length T_i
, and \beta(t,T_i)
is an unknown bivariate functional coefficient.
The functional basis used to model this term is the B-spline basis.
Usage
ffvd(X, grid, nbasis = c(30, 50, 30), bdeg = c(3, 3, 3))
Arguments
X |
variable domain functional covariate |
grid |
observation points of the variable domain functional covariate.
If not provided, it will be |
nbasis |
number of bspline basis to be used. |
bdeg |
degree of the bspline basis used. |
Value
the function is interpreted in the formula of a VDPO
model.
list
containing the following elements:
An item named
B
design matrix.An item named
X_hat
smoothed functional covariate.An item named
L_Phi
andB_T
1-dimensional marginal B-spline basis used for the functional coefficient.An item named
M
matrix object indicating the observed domain of the data.An item named
nbasis
number of basis used.
Examples
# Generate sample data
set.seed(123)
data <- data_generator_vd(beta_index = 1, use_x = FALSE, use_f = FALSE)
X <- data$X_se
# Specifying a custom grid
custom_grid <- seq(0, 1, length.out = ncol(X))
ffvd_term_custom_grid <- ffvd(X, grid = custom_grid, nbasis = c(10, 10, 10))
# Customizing the number of basis functions
ffvd_term_custom_basis <- ffvd(X, nbasis = c(10, 10, 10))
# Customizing both basis functions and degrees
ffvd_term_custom <- ffvd(X, nbasis = c(10, 10, 10), bdeg = c(3, 3, 3))
Estimation of the generalized additive functional regression models for variable domain functional data
Description
The vd_fit
function fits generalized additive functional regression models
for variable domain functional data.
Usage
vd_fit(formula, data, family = stats::gaussian(), offset = NULL)
Arguments
formula |
a formula object with at least one |
data |
a |
family |
a |
offset |
An offset vector. The default value is |
Value
An object of class vd_fit
. It is a list
containing the following items:
An item named
fit
of classsop
. See sop.fit.An item named
Beta
which is the estimated functional coefficient.An item named
theta
which is the basis coefficient ofBeta
.An item named
covar_theta
which is the covariance matrix oftheta
.An item named
M
which is the number of observations points for each curve.An item named
ffvd_evals
which is the result of the evaluations of theffvd
terms in the formula.
See Also
Examples
# VARIABLE DOMAIN FUNCTIONAL DATA EXAMPLE
# set seed for reproducibility
set.seed(42)
# generate example data
data <- data_generator_vd(
N = 100,
J = 100,
beta_index = 1,
use_x = TRUE,
use_f = TRUE,
)
# Define a formula object that specifies the model behavior.
# The formula includes a functional form of the variable 'X_se' using 'ffvd'
# with a non-default number of basis functions ('nbasis' is set to c(10, 10, 10)).
# Additionally, it includes a smooth function 'f' applied to 'x2' with 10 segments ('nseg = 10'),
# a second-order penalty ('pord = 2'), and cubic splines ('degree = 3').
# The model also contains the linear term 'x1'.
formula <- y ~ ffvd(X_se, nbasis = c(10, 10, 10)) + f(x2, nseg = 10, pord = 2, degree = 3) + x1
# We can fit the model using the data and the formula
res <- vd_fit(formula = formula, data = data)
# Some important parameters of the model can be accesed as follows
res$Beta # variable domain functional coefficient
res$fit$fitted.values # estimated response variable
# Also, a summary of the fit can be accesed using the summary function
summary(res)
# And a heatmap for an specific beta can be obtained using the plot function
plot(res, beta_index = 1)