Package 'fda.usc'

Description

This devel version carries out exploratory and descriptive analysis of functional data exploring its most important features: such as depth measurements or functional outliers detection, among others.
It also helps to explain and model the relationship between a dependent variable and independent (regression models) and make predictions. Methods for supervised or unsupervised classification of a set of functional data regarding a feature of the data are also included. Finally, it can perform analysis of variance model (ANOVA) for functional data.

Details

Sections of fda.usc-package:

A.- Functional Data Representation
The functions included in this section allow to define, transform, manipulate and represent a functional dataset in many ways including derivatives, non-parametric kernel methods or basis representation.

B.- Functional Depth and Functional Outlier Detection

The functional data depth calculated by the different depth functions implemented that could be use as a measure of centrality or outlyingness.

B.1-Depth methods Depth:

B.2-Functional Outliers detection methods:

C.- Functional Regression Models

C.1. Functional explanatory covariate and scalar response
The functions included in this section allow the estimation of different functional regression models with a scalar response and a single functional explicative covariate.

C.2. Test for the functional linear model (FLM) with scalar response.

C.3. Functional and non functional explanatory covariates.
The functions in this section extends those regression models in previous section in several ways.

C.4. Functional response model (fregre.basis.fr) allows the estimation of functional regression models with a functional response and a single functional explicative covariate.

C.5. fregre.gls fits functional linear model using generalized least squares. fregre.igls fits iteratively a functional linear model using generalized least squares.

C.6. fregre.gsam.vs, Variable Selection using Functional Additive Models

D.- Functional Supervised Classification
This section allows the estimation of the groups in a training set of functional data fdata class by different nonparametric methods of supervised classification. Once these classifiers have been trained, they can be used to predict on new functional data.

Package allows the estimation of the groups in a training set of functional data by different methods of supervised classification.

D.1 Univariate predictor (x,y arguments, fdata class)

D.2 Multiple predictors (formula,data arguments, ldata class)

D.3 Depth classifiers (fdata or ldata class)

D.4 Functional Classification usign k-fold CV

E.- Functional Non-Supervised Classification
This section allows the estimation of the groups in a functional data set fdata class by kmeans method.

F.- Functional ANOVA

G.- Utilities and auxiliary functions:

Author(s)

Authors: Manuel Febrero Bande [email protected] and Manuel Oviedo de la Fuente [email protected]

Contributors: Pedro Galeano, Alicia Nieto-Reyes, Eduardo Garcia-Portugues [email protected] and STAPH group https://www.math.univ-toulouse.fr/~ferraty/

Maintainer: Manuel Oviedo de la Fuente [email protected]

References

Febrero-Bande, M., Oviedo de la Fuente, M. (2012). Statistical Computing in Functional Data Analysis: The R Package fda.usc. Journal of Statistical Software, 51(4), 1-28. doi:10.18637/jss.v051.i04

Description

cat2meas and tab2meas calculate the measures for a multiclass classification model.
pred2meas calculates the measures for a regression model.

Usage

cat2meas(yobs, ypred, measure = "accuracy", cost = rep(1, nlevels(yobs)))

tab2meas(tab, measure = "accuracy", cost = rep(1, nrow(tab)))

pred.MSE(yobs, ypred)

pred.RMSE(yobs, ypred)

pred.MAE(yobs, ypred)

pred2meas(yobs, ypred, measure = "RMSE")

Arguments

Details

• cat2meas compute $tab=table(yobs,ypred)$ and calls tab2meas function.

• tab2meas function computes the following measures (see measure argument) for a binary classification model:

  • accuracy the accuracy classification score

  • recall, sensitivity,TPrate $R=TP/(TP+FN)$

  • precision $P=TP/(TP+FP)$

  • specificity,TNrate $TN/(TN+FP)$

  • FPrate $FP/(TN+FP)$

  • FNrate $FN/(TP+FN)$

  • Fmeasure $2/(1/R+1/P)$

  • Gmean $sqrt(R*TN/(TN+FP))$

  • kappa the kappa index

  • cost $sum(diag(tab)/rowSums(tab)*cost)/sum(cost)$

  • IOU $TP/(TP+FN+FP)$ mean of Intersection over Union

  • IOU4class $TP/(TP+FN+FP)$ Intersection over Union by level

• pred2meas function computes the following measures of error, usign the measure argument, for observed and predicted vectors:

  • MSE Mean squared error, $\frac{\sum{(ypred- yobs)^2}}{n}$

  • RMSE Root mean squared error $\sqrt{\frac{\sum{(ypred- yobs)^2}}{n} }$

  • MAE Mean Absolute Error, $\frac{\sum |yobs - ypred|}{n}$

See Also

Other performance: weights4class()

Description

Series of daily summaries of 73 spanish weather stations selected for the period 1980-2009. The dataset contains geographic information of each station and the average for the period 1980-2009 of daily temperature, daily precipitation and daily wind speed.

Format

Elements of aemet:
..$df: Data frame with information of each wheather station:

• ind: Indicated weather station.

• name: Station Name. 36 marked UTF-8 strings.

• province:Province (region) of Spain. 36 marked UTF-8 strings

• altitude: Altitude of the station (in meters).

• year.ini: Start year.

• year.end: End year.

• longitude: x geographic coordinate of the station (in decimal degrees).

• latitude: y geographic coordinate of the station (in decimal degrees).

The functional variables:

• ...$temp: mean curve of the average daily temperature for the period 1980-2009 (in degrees Celsius, marked with UTF-8 string). In leap years temperatures for February 28 and 29 were averaged.

• ...$wind.speed: mean curve of the average daily wind speed for the period 1980-2009 (in m/s).

• ...$logprec: mean curve of the log precipitation for the period 1980-2009 (in log mm). Negligible precipitation (less than 1 tenth of mm) is replaced by 0.05 and no precipitation (0.0 mm) is replaced by 0.01. Then the logarithm is applied.

Details

Meteorological State Agency of Spain (AEMET), https://www.aemet.es/es/portada. Government of Spain.
It marks 36 UTF-8 string of names of stations and 3 UTF-8 string names of provinces through the function iconv.

Author(s)

Manuel Febrero Bande, Manuel Oviedo de la Fuente [email protected]

Source

The data were obtained from the FTP of AEMET in 2009.

Examples

## Not run: 
data(aemet)
names(aemet)
names(aemet$df)
class(aemet)<-c("ldata","list") # ldata object
lat <- ifelse(aemet$df$latitude<31,"red","blue")
plot(aemet,col=lat)

## End(Not run)

Description

Fits Nonparametric Classification Procedure Based on DD–plot (depth-versus-depth plot) for G dimensions ($G=g\times h$, g levels and p data depth).

Usage

classif.DD(
  group,
  fdataobj,
  depth = "FM",
  classif = "glm",
  w,
  par.classif = list(),
  par.depth = list(),
  control = list(verbose = FALSE, draw = TRUE, col = NULL, alpha = 0.25)
)

Arguments

Details

Make the group classification of a training dataset using DD-classifier estimation in the following steps.

1. The function computes the selected depth measure of the points in fdataobj w.r.t. a subsample of each g level group and p data dimension ($G=g \times p$). The user can be specify the parameters for depth function in par.depth.

   (i) Type of depth function from functional data, see Depth:

   • "FM": Fraiman and Muniz depth.

   • "mode": h–modal depth.

   • "RT": random Tukey depth.

   • "RP": random project depth.

   • "RPD": double random project depth.

   (ii) Type of depth function from multivariate functional data, see depth.mfdata:

   • "FMp": Fraiman and Muniz depth with common support. Suppose that all p–fdata objects have the same support (same rangevals), see depth.FMp.

   • "modep": h–modal depth using a p–dimensional metric, see depth.modep.

   • "RPp": random project depth using a p–variate depth with the projections, see depth.RPp.

   If the procedure requires to compute a distance such as in "knn" or "np" classifier or "mode" depth, the user must use a proper distance function: metric.lp for functional data and metric.dist for multivariate data.

   (iii) Type of depth function from multivariate data, see Depth.Multivariate:

   • "SD": Simplicial depth (for bivariate data).

   • "HS": Half-space depth.

   • "MhD": Mahalanobis depth.

   • "RD": random projections depth.

   • "LD": Likelihood depth.

2. The function calculates the misclassification rate based on data depth computed in step (1) using the following classifiers.

   • "MaxD": Maximum depth.

   • "DD1": Search the best separating polynomial of degree 1.

   • "DD2": Search the best separating polynomial of degree 2.

   • "DD3": Search the best separating polynomial of degree 3.

   • "glm": Logistic regression is computed using Generalized Linear Models classif.glm.

   • "gam": Logistic regression is computed using Generalized Additive Models classif.gsam.

   • "lda": Linear Discriminant Analysis is computed using lda.

   • "qda": Quadratic Discriminant Analysis is computed using qda.

   • "knn": k-Nearest Neighbour classification is computed using classif.knn.

   • "np": Non-parametric Kernel classifier is computed using classif.np.

   The user can be specify the parameters for classifier function in par.classif such as the smoothing parameter par.classif[["h"]], if classif="np" or the k-Nearest Neighbour par.classif[["knn"]], if classif="knn".

   In the case of polynomial classifier ("DD1", "DD2" and "DD3") uses the original procedure proposed by Li et al. (2012), by defalut rotating the DD-plot (to exchange abscise and ordinate) using in par.classif argument rotate=TRUE. Notice that the maximum depth classifier can be considered as a particular case of DD1, fixing the slope with a value of 1 (par.classif=list(pol=1)).

   The number of possible different polynomials depends on the sample size n and increases polynomially with order $k$. In the case of $g$ groups, so the procedure applies some multiple-start optimization scheme to save time:

   • generate all combinations of the elements of n taken k at a time: $g \times combn(N,k)$ candidate solutions, and, when this number is larger than nmax=10000, a random sample of 10000 combinations.

   • smooth the empirical loss with the logistic function $1/(1+e^{-tx})$. The classification rule is constructed optimizing the best noptim combinations in this random sample (by default noptim=1 and tt=50/range(depth values)). Note that Li et al. found that the optimization results become stable for $t \in [50, 200]$ when the depth is standardized with upper bound 1.

   The original procedure (Li et al. (2012)) not need to try many initial polynomials (nmax=1000) and that the procedure optimize the best (noptim=1), but we recommended to repeat the last step for different solutions, as for example nmax=250 and noptim=25. User can change the parameters pol, rotate, nmax, noptim and tt in the argument par.classif.

   The classif.DD procedure extends to multi-class problems by incorporating the method of majority voting in the case of polynomial classifier and the method One vs the Rest in the logistic case ("glm" and "gam").

Value

• group.est Estimated vector groups by classified method selected.

• misclassification Probability of misclassification.

• prob.classification Probability of correct classification by group level.

• dep Data frame with the depth of the curves for functional data (or points for multivariate data) in fdataobj w.r.t. each group level.

• depth Character vector specifying the type of depth functions used.

• par.depth List of parameters for depth function.

• classif Type of classifier used.

• par.classif List of parameters for classif procedure.

• w Optional case weights.

• fit Fitted object by classif method using the depth as covariate.

Author(s)

This version was created by Manuel Oviedo de la Fuente and Manuel Febrero Bande and includes the original version for polynomial classifier created by Jun Li, Juan A. Cuesta-Albertos and Regina Y. Liu.

References

Cuesta-Albertos, J.A., Febrero-Bande, M. and Oviedo de la Fuente, M. The DDG-classifier in the functional setting, (2017). Test, 26(1), 119-142. DOI: doi:10.1007/s11749-016-0502-6.

See Also

See Also as predict.classif.DD

Examples

## Not run: 
# DD-classif for functional data
data(tecator)
ab <- tecator$absorp.fdata
ab1 <- fdata.deriv(ab, nderiv = 1)
ab2 <- fdata.deriv(ab, nderiv = 2)
gfat <- factor(as.numeric(tecator$y$Fat>=15))

# DD-classif for p=1 functional  data set
out01 <- classif.DD(gfat,ab,depth="mode",classif="np")
out02 <- classif.DD(gfat,ab2,depth="mode",classif="np")
# DD-plot in gray scale
ctrl< <- list(draw=T,col=gray(c(0,.5)),alpha=.2)
out02bis <- classif.DD(gfat,ab2,depth="mode",classif="np",control=ctrl)

# 2 depth functions (same curves) 
ldat <- mfdata("ab" = ab, "ab2" = ab2)
out03 <- classif.DD(gfat,list(ab2,ab2),depth=c("RP","mode"),classif="np")
# DD-classif for p=2 functional data set
# Weighted version 
out04 <- classif.DD(gfat, ldat, depth="mode",
                    classif="np", w=c(0.5,0.5))
# Model version
out05 <- classif.DD(gfat,ldat,depth="mode",classif="np")
# Integrated version (for multivariate functional data)
out06 <- classif.DD(gfat,ldat,depth="modep",classif="np")

# DD-classif for multivariate data
data(iris)
group <- iris[,5]
x <- iris[,1:4]
out07 <- classif.DD(group,x,depth="LD",classif="lda")
summary(out07)
out08 <- classif.DD(group, list(x,x), depth=c("MhD","LD"),
                    classif="lda")
summary(out08)

# DD-classif for functional data: g levels 
data(phoneme)
mlearn <- phoneme[["learn"]]
glearn <- as.numeric(phoneme[["classlearn"]])-1
out09 <- classif.DD(glearn,mlearn,depth="FM",classif="glm")
out10 <- classif.DD(glearn,list(mlearn,mlearn),depth=c("FM","RP"),classif="glm")
summary(out09)
summary(out10)

## End(Not run)

Description

Classification of functional data using maximum depth.

Usage

classif.depth(
  group,
  fdataobj,
  newfdataobj,
  depth = "RP",
  par.depth = list(),
  CV = "none"
)

Arguments

Value

• group.est Vector of classes of train sample data.

• group.pred Vector of classes of test sample data.

• prob.classification Probability of correct classification by group.

• max.prob Highest probability of correct classification.

• fdataobj fdata class object.

• group Factor of length n.

Author(s)

Febrero-Bande, M. and Oviedo de la Fuente, M.

References

Cuevas, A., Febrero-Bande, M. and Fraiman, R. (2007). Robust estimation and classification for functional data via projection-based depth notions. Computational Statistics 22, 3, 481-496.

Examples

## Not run: 
data(phoneme)
mlearn<-phoneme[["learn"]]
mtest<-phoneme[["test"]]
glearn<-phoneme[["classlearn"]]
gtest<-phoneme[["classtest"]]

a1<-classif.depth(glearn,mlearn,depth="RP")
table(a1$group.est,glearn)
a2<-classif.depth(glearn,mlearn,depth="RP",CV=TRUE)
a3<-classif.depth(glearn,mlearn,depth="RP",CV=FALSE)
a4<-classif.depth(glearn,mlearn,mtest,"RP")
a5<-classif.depth(glearn,mlearn,mtest,"RP",CV=TRUE)     
table(a5$group.est,glearn)
a6<-classif.depth(glearn,mlearn,mtest,"RP",CV=FALSE)
table(a6$group.est,glearn)

## End(Not run)

Description

Computes functional classification using functional explanatory variables using backfitting algorithm.

Usage

classif.gkam(
  formula,
  data,
  weights = "equal",
  family = binomial(),
  par.metric = NULL,
  par.np = NULL,
  offset = NULL,
  prob = 0.5,
  type = "1vsall",
  control = NULL,
  ...
)

Arguments

Details

The first item in the data list is called "df" and is a data frame with the response, as glm.
Functional covariates of class fdata are introduced in the following items in the data list.

Value

Return gam object plus:

• formula formula.

• data List that containing the variables in the model.

• group Factor of length n

• group.est Estimated vector groups

• prob.classification Probability of correct classification by group.

• prob.group Matrix of predicted class probabilities. For each functional point shows the probability of each possible group membership.

• max.prob Highest probability of correct classification.

Author(s)

Manuel Febrero-Bande, Manuel Oviedo de la Fuente [email protected]

References

Febrero-Bande M. and Gonzalez-Manteiga W. (2012). Generalized Additive Models for Functional Data. TEST. Springer-Velag. doi:10.1007/s11749-012-0308-0

McCullagh and Nelder (1989), Generalized Linear Models 2nd ed. Chapman and Hall.

Opsomer J.D. and Ruppert D.(1997). Fitting a bivariate additive model by local polynomial regression.Annals of Statistics, 25, 186-211.

See Also

See Also as: fregre.gkam.
Alternative method: classif.glm.

Examples

## Not run:  
## Time-consuming: selection of 2 levels 
data(phoneme)
mlearn<-phoneme[["learn"]][1:150]
glearn<-factor(phoneme[["classlearn"]][1:150])
dataf<-data.frame(glearn)
dat=list("df"=dataf,"x"=mlearn)
a1<-classif.gkam(glearn~x,data=dat)
summary(a1)
mtest<-phoneme[["test"]][1:150]
gtest<-factor(phoneme[["classtest"]][1:150])
newdat<-list("x"=mtest)
p1<-predict(a1,newdat)
table(gtest,p1)

## End(Not run)

Description

Computes functional classification using functional (and non functional) explanatory variables by basis representation.

The first item in the data list is called "df" and is a data frame with the response and non functional explanatory variables, as glm.

Functional covariates of class fdata or fd are introduced in the following items in the data list.
basis.x is a list of basis for represent each functional covariate. The basis object can be created by the function: create.pc.basis, pca.fd create.pc.basis, create.fdata.basis o create.basis.
basis.b is a list of basis for represent each functional beta parameter. If basis.x is a list of functional principal components basis (see create.pc.basis or pca.fd) the argument basis.b is ignored.

Usage

classif.glm(
  formula,
  data,
  family = binomial(),
  weights = "equal",
  basis.x = NULL,
  basis.b = NULL,
  type = "1vsall",
  prob = 0.5,
  CV = FALSE,
  ...
)

Arguments

Value

Return glm object plus:

• formula formula.

• data List that containing the variables in the model.

• group Factor of length n

• group.est Estimated vector groups

• prob.classification Probability of correct classification by group.

• prob.group Matrix of predicted class probabilities. For each functional point shows the probability of each possible group membership.

• max.prob Highest probability of correct classification.

Note

If the formula only contains a non functional explanatory variables (multivariate covariates), the function compute a standard glm procedure.

Author(s)

Manuel Febrero-Bande, Manuel Oviedo de la Fuente [email protected]

References

Ramsay, James O., and Silverman, Bernard W. (2006), Functional Data Analysis, 2nd ed., Springer, New York.

McCullagh and Nelder (1989), Generalized Linear Models 2nd ed. Chapman and Hall.

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S, New York: Springer. Regression for R. R News 1(2):20-25

See Also

See Also as: fregre.glm.
classif.gsam and classif.gkam.

Examples

## Not run: 
data(phoneme)
ldat <- ldata("df" = data.frame(y = phoneme[["classlearn"]]),
             "x" = phoneme[["learn"]])
a1 <- classif.glm(y ~ x, data = ldat)
summary(a1)
newldat <- ldata("df" = data.frame(y = phoneme[["classtest"]]),
                "x" = phoneme[["test"]])
p1 <- predict(a1,newldat)
table(newldat$df$y,p1)
sum(p1==newldat$df$y)/250

## End(Not run)

Description

Computes functional classification using functional (and non functional) explanatory variables by basis representation.

Usage

classif.gsam(
  formula,
  data,
  family = binomial(),
  weights = "equal",
  basis.x = NULL,
  CV = FALSE,
  prob = 0.5,
  type = "1vsall",
  ...
)

Arguments

Details

The first item in the data list is called "df" and is a data frame with the response and non functional explanatory variables, as glm.

Functional covariates of class fdata or fd are introduced in the following items in the data list.
basis.x is a list of basis for represent each functional covariate. The basis object can be created by the function: create.pc.basis, pca.fd create.pc.basis, create.fdata.basis o create.basis.

Value

Return gam object plus:

• formula formula.

• data List that containing the variables in the model.

• group Factor of length n

• group.est Estimated vector groups

• prob.classification Probability of correct classification by group.

• prob.group Matrix of predicted class probabilities. For each functional point shows the probability of each possible group membership.

• max.prob Highest probability of correct classification.

• type Type of classification scheme: 1 vs all or majority voting.

Note

If the formula only contains a non functional explanatory variables (multivariate covariates), the function compute a standard glm procedure.

Author(s)

Manuel Febrero-Bande, Manuel Oviedo de la Fuente [email protected]

References

Ramsay, James O., and Silverman, Bernard W. (2006), Functional Data Analysis, 2nd ed., Springer, New York.

McCullagh and Nelder (1989), Generalized Linear Models 2nd ed. Chapman and Hall.

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S, New York: Springer. Regression for R. R News 1(2):20-25

See Also

See Also as: fregre.gsam.
Alternative method: classif.np, classif.glm and classif.gkam.

Examples

## Not run: 
data(phoneme)
ldat <- ldata("df" = data.frame(y = phoneme[["classlearn"]]),
              "x" = phoneme[["learn"]])
              classifKgroups <- fda.usc:::classifKgroups
a1 <- classif.gsam( y ~ s(x,k=3),data=ldat)
summary(a1)
newldat <- ldata("df" = data.frame(y = phoneme[["classtest"]]),
              "x" = phoneme[["test"]])
p1 <- predict(a1,newldat)
table(newldat$df$y,p1)
sum(p1==newldat$df$y)/250

## End(Not run)

Description

Computes classification by selecting the functional (and non functional) explanatory variables.

Usage

classif.gsam.vs(
  data = list(),
  y,
  x,
  family = binomial(),
  weights = "equal",
  basis.x = NULL,
  basis.b = NULL,
  type = "1vsall",
  prob = 0.5,
  alpha = 0.05,
  dcor.min = 0.01,
  smooth = TRUE,
  measure = "accuracy",
  xydist,
  ...
)

Arguments

Value

Return the final fitted model (same result of the classsification method) plus:

• dcor, matrix with the values of distance correlation for each pontential covariate (by column) and the residual of the model in each step (by row).

• i.predictor, vector with 1 if the variable is selected, 0 otherwise.

• ipredictor, vector with the name of selected variables (in order of selection)

Note

Adapted version from the original method in repression: fregre.gsam.vs.

Author(s)

Febrero-Bande, M. and Oviedo de la Fuente, M.

References

Febrero-Bande, M., Gonz\'alez-Manteiga, W. and Oviedo de la Fuente, M. Variable selection in functional additive regression models, (2018). Computational Statistics, 1-19. DOI: doi:10.1007/s00180-018-0844-5

See Also

See Also as: classif.gsam.

Examples

## Not run: 
data(tecator)
x <- tecator$absorp.fdata
x1 <- fdata.deriv(x)
x2 <- fdata.deriv(x,nderiv=2)
y <- factor(ifelse(tecator$y$Fat<12,0,1))
xcat0 <- cut(rnorm(length(y)),4)
xcat1 <- cut(tecator$y$Protein,4)
xcat2 <- cut(tecator$y$Water,4)
ind <- 1:129
dat    <- data.frame("Fat"=y, x1$data, xcat1, xcat2)
ldat <- ldata("df"=dat[ind,],"x"=x[ind,],"x1"=x1[ind,],"x2"=x2[ind,])
# 3 functionals (x,x1,x2), 3 factors (xcat0, xcat1, xcat2)
# and 100 scalars (impact poitns of x1) 

res.gam <- classif.gsam(Fat~s(x),data=ldat)
summary(res.gam)

# Time consuming
res.gam.vs <- classif.gsam.vs("Fat",data=ldat)
summary(res.gam.vs)
res.gam.vs$i.predictor
res.gam.vs$ipredictor

# Prediction 
newldat <- ldata("df"=dat[-ind,],"x"=x[-ind,],
                "x1"=x1[-ind,],"x2"=x2[-ind,])
pred.gam <- predict(res.gam,newldat)                
pred.gam.vs <- predict(res.gam.vs,newldat)
cat2meas(newldat$df$Fat, pred.gam)
cat2meas(newldat$df$Fat, pred.gam.vs)

## End(Not run)

Description

Computes Functional Classification using k-fold cross-validation

Usage

classif.kfold(
  formula,
  data,
  classif = "classif.glm",
  par.classif,
  kfold = 10,
  param.kfold = NULL,
  measure = "accuracy",
  cost,
  models = FALSE,
  verbose = FALSE
)

Arguments

Details

Parameters for k-fold cross validation:

1. Number of basis elements:

   • Data-driven basis such as Functional Principal Componetns (PC). No implemented for PLS basis yet.

   • Fixed basis (bspline, fourier, etc.).

   Option used in some classifiers such as classif.glm, classif.gsam, classif.svm, etc.

2. Bandwidth parameter. Option used in non-parametric classificiation models such as classif.np and classif.gkam.

Value

Best fitted model computed by the k-fold CV using the method indicated in the classif argument and also returns:

1. param.min, value of parameter (or parameters) selected by k-fold CV.

2. params.error, k-fold CV error for each parameter combination.

3. pred.kfold, predicted response computed by k-fold CV.

4. model, if TRUE, list of models for each parameter combination.

Author(s)

Manuel Febrero-Bande, Manuel Oviedo de la Fuente [email protected]

Examples

## Not run: 
data(tecator)    
cutpoint <- 18
tecator$y$class <- factor(ifelse(tecator$y$Fat<cutpoint,0,1))
table(tecator$y$class )
x <- tecator[[1]]
x2 <- fdata.deriv(tecator[[1]],2)
data  <-   list("df"=tecator$y,x=x,x2=x2)
formula  <-   formula(class~x+x2)

# ex: default excution of classifier (no k-fold CV)
classif="classif.glm"
out.default <- classif.kfold(formula, data, classif = classif)
out.default
out.default$param.min
out.default$params.error
summary(out.default)

# ex: Number of PC basis elements selected by 10-fold CV
# Logistic classifier
kfold = 10
param.kfold   <-   list("x"=list("pc"=c(1:8)),"x2"=list("pc"=c(1:8)))
out.kfold1   <-   classif.kfold(formula, data, classif = classif,
                            kfold = kfold,param.kfold = param.kfold)
out.kfold1$param.min
min(out.kfold1$params.error)
summary(out.kfold1)

# ex: Number of PC basis elements selected by 10-fold CV
# Logistic classifier with inverse weighting
out.kfold2 <- classif.kfold(formula, data, classif = classif,
                            par.classif=list("weights"="inverse"),
                            kfold = kfold,param.kfold = param.kfold)
out.kfold2$param.min
min(out.kfold2$params.error)
summary(out.kfold2)

# ex: Number of fourier  basis elements selected by 10-fold CV
# Logistic classifier 
ibase = seq(5,15,by=2)
param.kfold <- list("x"=list("fourier"=ibase),
                    "x2"=list("fourier"=ibase))
out.kfold3 <- classif.kfold(formula, data, classif = classif,
                            kfold = kfold,param.kfold = param.kfold)
out.kfold3$param.min
min(out.kfold3$params.error)
summary(out.kfold3)

# ex: Number of k-nearest neighbors selected by 10-fold CV
# non-parametric classifier  (only for a functional covariate)

output <- classif.kfold( class ~ x, data, classif = "classif.knn",
                       param.kfold= list("x"=list("knn"=c(3,5,9,13))))
output$param.min
output$params.error

output <- classif.kfold( class ~ x2, data, classif = "classif.knn",
                       param.kfold= list("x2"=list("knn"=c(3,5,9,13))))
output$param.min
output$params.error 

## End(Not run)

Description

Computes functional classification using functional (and non functional) explanatory variables by rpart, nnet, svm or random forest model

Usage

classif.nnet(formula, data, basis.x = NULL, weights = "equal", size, ...)

classif.rpart(
  formula,
  data,
  basis.x = NULL,
  weights = "equal",
  type = "1vsall",
  ...
)

classif.svm(
  formula,
  data,
  basis.x = NULL,
  weights = "equal",
  type = "1vsall",
  ...
)

classif.ksvm(formula, data, basis.x = NULL, weights = "equal", ...)

classif.randomForest(
  formula,
  data,
  basis.x = NULL,
  weights = "equal",
  type = "1vsall",
  ...
)

classif.lda(
  formula,
  data,
  basis.x = NULL,
  weights = "equal",
  type = "1vsall",
  ...
)

classif.qda(
  formula,
  data,
  basis.x = NULL,
  weights = "equal",
  type = "1vsall",
  ...
)

classif.naiveBayes(formula, data, basis.x = NULL, laplace = 0, ...)

classif.cv.glmnet(formula, data, basis.x = NULL, weights = "equal", ...)

classif.gbm(formula, data, basis.x = NULL, weights = "equal", ...)

Arguments

Details

The first item in the data list is called "df" and is a data frame with the response and non functional explanatory variables, as glm.

Functional covariates of class fdata or fd are introduced in the following items in the data list.
basis.x is a list of basis for represent each functional covariate. The b object can be created by the function: create.pc.basis, pca.fd create.pc.basis, create.fdata.basis o create.basis.
basis.b is a list of basis for represent each functional beta parameter. If basis.x is a list of functional principal components basis (see create.pc.basis or pca.fd) the argument basis.b is ignored.

Value

Return classif object plus:

• formula formula.

• data List that containing the variables in the model.

• group Factor of length n

• group.est Estimated vector groups

• prob.classification Probability of correct classification by group.

• prob.group Matrix of predicted class probabilities. For each functional point shows the probability of each possible group membership.

• max.prob Highest probability of correct classification.

• type Type of classification scheme: 1 vs all or majority voting.

• fit list of binary classification fitted models.

Note

Wrapper versions for multivariate and functional classification:

• classif.lda,classif.qda: uses lda and qda functions and requires MASS package.

• classif.nnet: uses nnet function and requires nnet package.

• classif.rpart: uses nnet function and requires rpart package.

• classif.svm,classif.naiveBayes: uses svm and naiveBayes functions and requires e1071 package.

• classif.ksvm: uses weighted.ksvm function and requires personalized package.

• classif.randomForest: uses randomForest function and requires randomForest package.

• classif.cv.glmnet: uses cv.glmnet function and requires glmnet package.

• classif.gbm: uses gbm function and requires gbm package.

Author(s)

Febrero-Bande, M. and Oviedo de la Fuente, M.

References

Ramsay, James O., and Silverman, Bernard W. (2006), Functional Data Analysis, 2nd ed., Springer, New York.

McCullagh and Nelder (1989), Generalized Linear Models 2nd ed. Chapman and Hall.

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S, New York: Springer. Regression for R. R News 1(2):20-25

See Also

See Also as: rpart.
Alternative method: classif.np, classif.glm, classif.gsam and classif.gkam.

Examples

## Not run: 
data(phoneme)
mlearn<-phoneme[["learn"]]
glearn<-phoneme[["classlearn"]]
mtest<-phoneme[["test"]]
gtest<-phoneme[["classtest"]]
dataf<-data.frame(glearn)
dat=ldata("df"=dataf,"x"=mlearn)
a1<-classif.rpart(glearn~x,data=dat)
a2<-classif.nnet(glearn~x,data=dat)
a3<-classif.gbm(glearn~x,data=dat)
a4<-classif.randomForest(glearn~x,data=dat)
a5<-classif.cv.glmnet(glearn~x,data=dat)
newdat<-list("x"=mtest)
p1<-predict(a1,newdat,type="class")
p2<-predict(a2,newdat,type="class")
p3<-predict(a3,newdat,type="class")
p4<-predict(a4,newdat,type="class")
p5<-predict(a5,newdat,type="class")
mean(p1==gtest);mean(p2==gtest);mean(p3==gtest)
mean(p4==gtest);mean(p5==gtest)

## End(Not run)

Description

Fits Nonparametric Supervised Classification for Functional Data.

Usage

classif.np(
  group,
  fdataobj,
  h = NULL,
  Ker = AKer.norm,
  metric,
  weights = "equal",
  type.S = S.NW,
  par.S = list(),
  ...
)

classif.knn(
  group,
  fdataobj,
  knn = NULL,
  metric,
  weights = "equal",
  par.S = list(),
  ...
)

classif.kernel(
  group,
  fdataobj,
  h = NULL,
  Ker = AKer.norm,
  metric,
  weights = "equal",
  par.S = list(),
  ...
)

Arguments

Details

Make the group classification of a training dataset using kernel or KNN estimation: Kernel.
Different types of metric funtions can be used.

Value

• fdataobj fdata class object.

• group Factor of length n.

• group.est Estimated vector groups

• prob.group Matrix of predicted class probabilities. For each functional point shows the probability of each possible group membership.

• max.prob Highest probability of correct classification.

• h.opt Optimal smoothing parameter or bandwidht estimated.

• D Matrix of distances of the optimal quantile distance hh.opt.

• prob.classification Probability of correct classification by group.

• misclassification Vector of probability of misclassification by number of neighbors knn.

• h Vector of smoothing parameter or bandwidht.

• C A call of function classif.kernel.

Note

If fdataobj is a data.frame the function considers the case of multivariate covariates.
metric.dist function is used to compute the distances between the rows of a data matrix (as dist function.

Author(s)

Manuel Febrero-Bande, Manuel Oviedo de la Fuente [email protected]

References

Ferraty, F. and Vieu, P. (2006). Nonparametric functional data analysis. Springer Series in Statistics, New York.

Ferraty, F. and Vieu, P. (2006). NPFDA in practice. Free access on line at https://www.math.univ-toulouse.fr/~ferraty/SOFTWARES/NPFDA/

See Also

See Also as predict.classif

Examples

## Not run: 
data(phoneme)
mlearn <- phoneme[["learn"]]
glearn <- phoneme[["classlearn"]]
h <- 9:19
out <- classif.np(glearn,mlearn,h=h)
summary(out)
head(round(out$prob.group,4))

## End(Not run)

Description

Calculate the conditional distribution function of a scalar response with functional data.

Usage

cond.F(
  fdata0,
  y0,
  fdataobj,
  y,
  h = 0.15,
  g = 0.15,
  metric = metric.lp,
  Ker = list(AKer = AKer.epa, IKer = IKer.epa),
  ...
)

Arguments

Details

If x.dist=NULL the distance matrix between fdata objects is calculated by function passed in metric argument.

Value

• Fc Conditional distribution function.

• y0 Vector of conditional response.

• g Smoothing parameter or bandwidth of explanatory functional data (fdataobj).

• h Smoothing parameter or bandwidth of respone, y.

• x.dist Distance matrix between curves of fdataobj object.

• xy.dist Distance matrix between cuves of fdataobj and fdata0 objects.

Author(s)

Manuel Febrero-Bande, Manuel Oviedo de la Fuente [email protected]

References

Ferraty, F. and Vieu, P. (2006). Nonparametric functional data analysis. Springer Series in Statistics, New York.

See Also

See Also as: cond.mode and cond.quantile.

Examples

## Not run: 
# Read data
n= 500
t= seq(0,1,len=101)
beta = t*sin(2*pi*t)^2
x = matrix(NA, ncol=101, nrow=n)
y=numeric(n)
x0<-rproc2fdata(n,seq(0,1,len=101),sigma="wiener")
x1<-rproc2fdata(n,seq(0,1,len=101),sigma=0.1)
x<-x0*3+x1
fbeta = fdata(beta,t)
y<-inprod.fdata(x,fbeta)+rnorm(n,sd=0.1) 
prx=x[1:100];pry=y[1:100]
ind=101;ind2=102:110
pr0=x[ind];pr10=x[ind2,]
ndist=61
gridy=seq(-1.598069,1.598069, len=ndist)

# Conditional Function
res1 = cond.F(pr10, gridy, prx, pry,p=1)
res2 = cond.F(pr10, gridy, prx, pry,h=0.3)
res3 = cond.F(pr10, gridy, prx, pry,g=0.25,h=0.3)

plot(res1$Fc[,1],type="l",ylim=c(0,1))
lines(res2$Fc[,1],type="l",col=2)
lines(res3$Fc[,1],type="l",col=3)

## End(Not run)

Description

Computes the mode for conditional distribution function.

Usage

cond.mode(Fc, method = "monoH.FC", draw = TRUE)

Arguments

Details

The conditional mode is calculated as the maximum argument of the derivative of the conditional distribution function (density function f).

Value

Return the mode for conditional distribution function.

• mode.cond Conditional mode.

• x Grid of length n where the the conditional density function is evaluated.

• f The conditional density function evaluated in x.

Author(s)

Manuel Febrero-Bande, Manuel Oviedo de la Fuente [email protected]

References

Ferraty, F. and Vieu, P. (2006). Nonparametric functional data analysis. Springer Series in Statistics, New York.

See Also

See Also as: cond.F, cond.quantile and splinefun .

Examples

## Not run: 
n= 500
t= seq(0,1,len=101)
beta = t*sin(2*pi*t)^2
x = matrix(NA, ncol=101, nrow=n)
y=numeric(n)
x0<-rproc2fdata(n,seq(0,1,len=101),sigma="wiener")
x1<-rproc2fdata(n,seq(0,1,len=101),sigma=0.1)
x<-x0*3+x1
fbeta = fdata(beta,t)
y<-inprod.fdata(x,fbeta)+rnorm(n,sd=0.1)
prx=x[1:100];pry=y[1:100]
ind=101;ind2=101:110
pr0=x[ind];pr10=x[ind2]
ndist=161
gridy=seq(-1.598069,1.598069, len=ndist)
# Conditional Function
I=5
# Time consuming
res = cond.F(pr10[I], gridy, prx, pry, h=1)
mcond=cond.mode(res)
mcond2=cond.mode(res,method="diff")

## End(Not run)

Description

Computes the quantile for conditional distribution function.

Usage

cond.quantile(
  qua = 0.5,
  fdata0,
  fdataobj,
  y,
  fn,
  a = min(y),
  b = max(y),
  tol = 10^floor(log10(max(y) - min(y)) - 3),
  iter.max = 100,
  ...
)

Arguments

Value

Return the quantile for conditional distribution function.

Author(s)

Manuel Febrero-Bande, Manuel Oviedo de la Fuente [email protected]

References

Ferraty, F. and Vieu, P. (2006). Nonparametric functional data analysis. Springer Series in Statistics, New York.

See Also

See Also as: cond.F and cond.mode.

Examples

## Not run: 
n= 100
t= seq(0,1,len=101)
beta = t*sin(2*pi*t)^2
x = matrix(NA, ncol=101, nrow=n)
y=numeric(n)
x0<-rproc2fdata(n,seq(0,1,len=101),sigma="wiener")
x1<-rproc2fdata(n,seq(0,1,len=101),sigma=0.1)
x<-x0*3+x1
fbeta = fdata(beta,t)
y<-inprod.fdata(x,fbeta)+rnorm(n,sd=0.1)

prx=x[1:50];pry=y[1:50]
ind=50+1;ind2=51:60
pr0=x[ind];pr10=x[ind2]
ndist=161
gridy=seq(-1.598069,1.598069, len=ndist)
ind4=5
y0 = gridy[ind4]

# Conditional median
med=cond.quantile(qua=0.5,fdata0=pr0,fdataobj=prx,y=pry,fn=cond.F,h=1)

# Conditional CI 95% conditional
lo=cond.quantile(qua=0.025,fdata0=pr0,fdataobj=prx,y=pry,fn=cond.F,h=1)
up=cond.quantile(qua=0.975,fdata0=pr0,fdataobj=prx,y=pry,fn=cond.F,h=1)
print(c(lo,med,up))

## End(Not run)

Description

Compute basis for functional data.

Usage

create.fdata.basis(
  fdataobj,
  l = 1:5,
  maxl = max(l),
  type.basis = "bspline",
  rangeval = fdataobj$rangeval,
  class.out = "fd"
)

create.pc.basis(
  fdataobj,
  l = 1:5,
  norm = TRUE,
  basis = NULL,
  lambda = 0,
  P = c(0, 0, 1),
  ...
)

create.pls.basis(
  fdataobj,
  y,
  l = 1:5,
  norm = TRUE,
  lambda = 0,
  P = c(0, 0, 1),
  ...
)

create.raw.fdata(fdataobj, l = 1:nrow(fdataobj))

Arguments

Value

• basis basis

• x if TRUE the value of the rotated data (the centred data multiplied by the basis matrix) is returned

• mean functional mean of fdataobj

• df degree of freedom

• type type of basis

Author(s)

Manuel Febrero-Bande, Manuel Oviedo de la Fuente [email protected]

References

Ramsay, James O. and Silverman, Bernard W. (2006), Functional Data Analysis, 2nd ed., Springer, New York.

N. Kraemer, A.-L. Boulsteix, and G. Tutz (2008). Penalized Partial Least Squares with Applications to B-Spline Transformations and Functional Data. Chemometrics and Intelligent Laboratory Systems, 94, 60 - 69. doi:10.1016/j.chemolab.2008.06.009

See Also

See Also as create.basis and fdata2pc.

Examples

## Not run: 
data(tecator)
basis.pc<-create.pc.basis(tecator$absorp.fdata,c(1,4,5))
plot(basis.pc$basis,col=1)
summary(basis.pc)
basis.pls<-create.pls.basis(tecator$absorp.fdata,y=tecator$y[,1],c(1,4,5))
summary(basis.pls)
plot(basis.pls$basis,col=2)
summary(basis.pls)

basis.fd<-create.fdata.basis(tecator$absorp.fdata,c(1,4,5),
type.basis="fourier")
plot(basis.pc$basis)
basis.fdata<-create.fdata.basis(tecator$absorp.fdata,c(1,4,5),
type.basis="fourier",class.out="fdata")
plot(basis.fd,col=2,lty=1)
lines(basis.fdata,col=3,lty=1)

## End(Not run)

Description

Compute the leave-one-out cross-validation score.

Usage

CV.S(y, S, W = NULL, trim = 0, draw = FALSE, metric = metric.lp, ...)

Arguments

Details

A.-If trim=0:

$CV(h)=\frac{1}{n} \sum_{i=1}^{n}{\Bigg(\frac{y_i-r_{i}(x_i)}{(1-S_{ii})}\Bigg)^{2}w(x_{i})}$

$S_{ii}$ is the ith diagonal element of the smoothing matrix $S$.

B.-If trim>0:

$CV(h)=\frac{1}{l} \sum_{i=1}^{l}{\Bigg(\frac{y_i-r_{i}(x_i)}{(1-S_{ii})}\Bigg)^{2}w(x_{i})}$

$S_{ii}$ is the ith diagonal element of the smoothing matrix $S$ and l the index of (1-trim) curves with less error.

Value

Returns CV score calculated for input parameters.

Author(s)

Manuel Febrero-Bande, Manuel Oviedo de la Fuente [email protected]

References

Wasserman, L. All of Nonparametric Statistics. Springer Texts in Statistics, 2006.

See Also

See Also as optim.np
Alternative method: GCV.S

Examples

## Not run: 
data(tecator)
x<-tecator$absorp.fdata
np<-ncol(x)
tt<-1:np
S1 <- S.NW(tt,3,Ker.epa)
S2 <- S.LLR(tt,3,Ker.epa)
S3 <- S.NW(tt,5,Ker.epa)
S4 <- S.LLR(tt,5,Ker.epa)
cv1 <- CV.S(x, S1)
cv2 <- CV.S(x, S2)
cv3 <- CV.S(x, S3)
cv4 <- CV.S(x, S4)
cv5 <- CV.S(x, S4,trim=0.1,draw=TRUE)
cv1;cv2;cv3;cv4;cv5
S6 <- S.KNN(tt,1,Ker.unif,cv=TRUE)
S7 <- S.KNN(tt,5,Ker.unif,cv=TRUE)
cv6 <- CV.S(x, S6)
cv7 <- CV.S(x, S7)
cv6;cv7

## End(Not run)

Description

Distance correlation t-test of multivariate and functional independence (wrapper functions of energy package).

Usage

dcor.xy(x, y, test = TRUE, metric.x, metric.y, par.metric.x, par.metric.y, n)

dcor.dist(D1, D2)

bcdcor.dist(D1, D2, n)

dcor.test(D1, D2, n)

Arguments

Details

These wrapper functions extend the functions of the energy package for multivariate data to functional data. Distance correlation is a measure of dependence between random vectors introduced by Szekely, Rizzo, and Bakirov (2007). dcor.xy performs a nonparametric t-test of multivariate or functional independence in high dimension. The distribution of the test statistic is approximately Student t with $n(n-3)/2-1$ degrees of freedom and for $n \geq 10$ the statistic is approximately distributed as standard normal. Wrapper function of energy:::dcor.ttest. The t statistic is a transformation of a bias corrected version of distance correlation (see SR 2013 for details). Large values (upper tail) of the t statistic are significant.
dcor.test similar to dcor.xy but only for distance matrix. dcor.dist compute distance correlation statistic. Wrapper function of energy::dcor but only for distance matrix bcdcor.dist compute bias corrected distance correlation statistic. Wrapper function of energy:::bcdcor but only for distance matrix.

Value

dcor.test returns a list with class htest containing

• method description of test

• statistic observed value of the test statistic

• parameter degrees of freedom

• estimate bias corrected distance correlation bcdcor(x,y)

• p.value p-value of the t-test

• data.name description of data

dcor.xy returns the previous list with class htest and

• D1 the distance matrix of x

• D2 the distance matrix of y

dcor.dist returns the distance correlation statistic.

bcdcor.dist returns the bias corrected distance correlation statistic.

Author(s)

Manuel Oviedo de la Fuente [email protected] and Manuel Febrero Bande

References

Szekely, G.J. and Rizzo, M.L. (2013). The distance correlation t-test of independence in high dimension. Journal of Multivariate Analysis, Volume 117, pp. 193-213.

Szekely, G.J., Rizzo, M.L., and Bakirov, N.K. (2007), Measuring and Testing Dependence by Correlation of Distances, Annals of Statistics, Vol. 35 No. 6, pp. 2769-2794.

See Also

metric.lp amd metric.dist.

Examples

## Not run:  
x<-rproc2fdata(100,1:50)
y<-rproc2fdata(100,1:50)
dcor.xy(x, y,test=TRUE)
dx <- metric.lp(x)
dy <- metric.lp(y)
dcor.test(dx, dy)
bcdcor.dist(dx, dy)
dcor.xy(x, y,test=FALSE)
dcor.dist(dx, dy)

## End(Not run)

Description

Several depth measures can be computed for functional data for descriptive or classification purposes.

Usage

depth.mode(
  fdataobj,
  fdataori = fdataobj,
  trim = 0.25,
  metric = metric.lp,
  h = NULL,
  scale = FALSE,
  draw = FALSE,
  ...
)

depth.RP(
  fdataobj,
  fdataori = fdataobj,
  trim = 0.25,
  nproj = 50,
  proj = "vexponential",
  dfunc = "TD1",
  par.dfunc = list(),
  scale = FALSE,
  draw = FALSE,
  ...
)

depth.RPD(
  fdataobj,
  fdataori = fdataobj,
  nproj = 20,
  proj = 1,
  deriv = c(0, 1),
  trim = 0.25,
  dfunc2 = mdepth.LD,
  method = "fmm",
  draw = FALSE,
  ...
)

depth.RT(
  fdataobj,
  fdataori = fdataobj,
  trim = 0.25,
  nproj = 10,
  proj = 1,
  xeps = 1e-07,
  draw = FALSE,
  ...
)

depth.KFSD(
  fdataobj,
  fdataori = fdataobj,
  trim = 0.25,
  h = NULL,
  scale = FALSE,
  draw = FALSE
)

depth.FSD(
  fdataobj,
  fdataori = fdataobj,
  trim = 0.25,
  scale = FALSE,
  draw = FALSE
)

depth.FM(
  fdataobj,
  fdataori = fdataobj,
  trim = 0.25,
  scale = FALSE,
  dfunc = "FM1",
  par.dfunc = list(scale = TRUE),
  draw = FALSE
)

Arguments

Details

Type of depth functions: Fraiman and Muniz (FM) depth, modal depth, random Tukey (RT), random projection (RP) depth and double random projection depth (RPD).

• depth.FM computes the integration of an univariate depth along the axis x (see Fraiman and Muniz 2001). It is also known as Integrated Depth.

• depth.mode implements the modal depth (see Cuevas et al 2007).

• depth.RT implements the Random Tukey depth (see Cuesta–Albertos and Nieto–Reyes 2008).

• depth.RP computes the Random Projection depth (see Cuevas et al. 2007).

• depth.RPD implements a depth measure based on random projections possibly using several derivatives (see Cuevas et al. 2007).

• depth.FSD computes the Functional Spatial Depth (see Sguera et al. 2014).

• depth.KFSD implements the Kernelized Functional Spatial Depth (see Sguera et al. 2014).

• The depth.mode function calculates the depth of a datum accounting the number of curves in its neighbourhood. By default, the distance is calculated using metric.lp function although any other distance could be employed through argument metric (with the general pattern USER.DIST(fdataobj,fdataori)).

• The depth.RP function summarizes the random projections through averages whereas the depth.RT function uses the minimum of all projections.

• The depth.RPD function involves the original trajectories and the derivatives of each curve in two steps. It builds random projections for the function and their derivatives (indicated in the parameter deriv) and then applies a depth function (by default depth.mode) to this set of random projections (by default the Tukey one).

• The depth.FSD and depth.KFSD are the implementations of the default versions of the functional spatial depths proposed in Sguera et al 2014. At this moment, it is not possible to change the kernel in the second one.#'

Value

Return a list with:

• median Deepest curve.

• lmed Index deepest element median.

• mtrim fdata class object with the average from the (1-trim)% deepest curves.

• ltrim Indexes of curves that conform the trimmed mean mtrim.

• dep Depth of each curve of fdataobj w.r.t. fdataori.

• dep.ori Depth of each curve of fdataori w.r.t. fdataori.

• proj The projection value of each point on the curves.

• dist Distance matrix between curves or functional data.

Author(s)

Manuel Febrero-Bande, Manuel Oviedo de la Fuente [email protected]

References

Cuevas, A., Febrero-Bande, M., Fraiman, R. (2007). Robust estimation and classification for functional data via projection-based depth notions. Computational Statistics 22, 3, 481-496.

Fraiman R, Muniz G. (2001). Trimmed means for functional data. Test 10: 419-440.

Cuesta–Albertos, JA, Nieto–Reyes, A. (2008) The Random Tukey Depth. Computational Statistics and Data Analysis Vol. 52, Issue 11, 4979-4988.

Febrero-Bande, M, Oviedo de la Fuente, M. (2012). Statistical Computing in Functional Data Analysis: The R Package fda.usc. Journal of Statistical Software, 51(4), 1-28. https://www.jstatsoft.org/v51/i04/

Sguera C, Galeano P, Lillo R (2014). Spatial depth based classification for functional data. TEST 23(4):725–750.

See Also

See Also as Descriptive.

Examples

## Not run: 
#Ex: CanadianWeather data
tt=1:365
fdataobj<-fdata(t(CanadianWeather$dailyAv[,,1]),tt)
# Fraiman-Muniz Depth
out.FM=depth.FM(fdataobj,trim=0.1,draw=TRUE)
#Modal Depth
out.mode=depth.mode(fdataobj,trim=0.1,draw=TRUE)
out.RP=depth.RP(fdataobj,trim=0.1,draw=TRUE)
out.RT=depth.RT(fdataobj,trim=0.1,draw=TRUE)
out.FSD=depth.FSD(fdataobj,trim=0.1,draw=TRUE)
out.KFSD=depth.KFSD(fdataobj,trim=0.1,draw=TRUE)
## Double Random Projections
out.RPD=depth.RPD(fdataobj,deriv=c(0,1),dfunc2=mdepth.LD,
trim=0.1,draw=TRUE)
out<-c(out.FM$mtrim,out.mode$mtrim,out.RP$mtrim,out.RPD$mtrim)
plot(fdataobj,col="grey")
lines(out)
cdep<-cbind(out.FM$dep,out.mode$dep,out.RP$dep,out.RT$dep,out.FSD$dep,out.KFSD$dep)
colnames(cdep)<-c("FM","mode","RP","RT","FSD","KFSD")
pairs(cdep)
round(cor(cdep),2)

## End(Not run)

Description

Compute measure of centrality of the multivariate data. Type of depth function: simplicial depth (SD), Mahalanobis depth (MhD), Random Half–Space depth (HS), random projection depth (RP) and Likelihood Depth (LD).

Usage

mdepth.LD(x, xx = x, metric = metric.dist, h = NULL, scale = FALSE, ...)

mdepth.HS(x, xx = x, proj = 50, scale = FALSE, xeps = 1e-15, random = FALSE)

mdepth.RP(x, xx = x, proj = 50, scale = FALSE)

mdepth.MhD(x, xx = x, scale = FALSE)

mdepth.KFSD(x, xx = x, trim = 0.25, h = NULL, scale = FALSE, draw = FALSE)

mdepth.FSD(x, xx = x, trim = 0.25, scale = FALSE, draw = FALSE)

mdepth.FM(x, xx = x, scale = FALSE, dfunc = "TD1")

mdepth.TD(x, xx = x, xeps = 1e-15, scale = FALSE)

mdepth.SD(x, xx = NULL, scale = FALSE)

Arguments

Details

Type of depth measures:

• The mdepth.SD calculates the simplicial depth (HD) of the points in x w.r.t. xx (for bivariate data).

• The mdepth.HS function calculates the random half–space depth (HS) of the points in x w.r.t. xx based on random projections proj.

• The mdepth.MhD function calculates the Mahalanobis depth (MhD) of the points in x w.r.t. xx.

• The mdepth.RP calculates the random' projection depth (RP) of the points in x w.r.t. xx based on random projections proj.

• The mdepth.LD calculates the Likelihood depth (LD) of the points in x w.r.t. xx.

• The mdepth.TD function provides the Tukey depth measure for multivariate data.

Value

• lmed Index of deepest element median of xx.

• ltrim Index of set of points x with trimmed mean mtrim.

• dep Depth of each point x w.r.t. xx.

• proj The projection value of each point on set of points.

• xis a set of points to be evaluated.

• xx a reference sample

• name Name of depth method

Author(s)

mdepth.RP, mdepth.MhD and mdepth.HS are versions created by Manuel Febrero Bande and Manuel Oviedo de la Fuente of the original version created by Jun Li, Juan A. Cuesta Albertos and Regina Y. Liu for polynomial classifier.

References

Liu, R. Y., Parelius, J. M., and Singh, K. (1999). Multivariate analysis by data depth: descriptive statistics, graphics and inference,(with discussion and a rejoinder by Liu and Singh). The Annals of Statistics, 27(3), 783-858.

See Also

Functional depth functions: depth.FM, depth.mode, depth.RP, depth.RPD and depth.RT.

Examples

## Not run: 
data(iris)
group<-iris[,5]
x<-iris[,1:2]
                                  
MhD<-mdepth.MhD(x)
PD<-mdepth.RP(x)
HD<-mdepth.HS(x)
SD<-mdepth.SD(x)

x.setosa<-x[group=="setosa",]
x.versicolor<-x[group=="versicolor",] 
x.virginica<-x[group=="virginica",]
d1<-mdepth.SD(x,x.setosa)$dep
d2<-mdepth.SD(x,x.versicolor)$dep
d3<-mdepth.SD(x,x.virginica)$dep

## End(Not run)

Description

This function computes the depth measure for a list of p–functional data objects. The procedure extends the Fraiman and Muniz (FM), modal, and random project depth functions from 1 functional dataset to p functional datasets.

Usage

depth.modep(
  mfdata,
  mfdataref = mfdata,
  h = NULL,
  metric,
  par.metric = list(),
  method = "euclidean",
  scale = FALSE,
  trim = 0.25,
  draw = FALSE,
  ask = FALSE
)

depth.RPp(
  mfdata,
  mfdataref = mfdata,
  nproj = 50,
  proj = "vexponential",
  trim = 0.25,
  dfunc = "mdepth.TD",
  par.dfunc = list(scale = TRUE),
  draw = FALSE,
  ask = FALSE
)

depth.FMp(
  mfdata,
  mfdataref = mfdata,
  trim = 0.25,
  dfunc = "mdepth.MhD",
  par.dfunc = list(scale = FALSE),
  draw = FALSE,
  ask = FALSE,
  ...
)

Arguments

Details

• depth.FMp, this procedure suposes that each curve of the mfdataobj have the same support [0,T] (same argvals and rangeval). The FMp depth is defined as: $FM_i^p =\int_{0}^{T}Z_i^p(t)dt$ where $Z_i^p(t)$ is a $p$–variate depth of the vector $(x_i^1(t),\ldots,x_i^p(t))$ w.r.t. the sample at $t$. derivatives. In this case,note solo un dato funcional se reduce depth.FM=depth.FM1

• The depth.RPp function calculates the depth in two steps. It builds random projections for the each curve of the mfdata w.r.t. each curve of the mfdataref object. Then it applyes a multivariate depth function specified in dfunc argument to the set of random projections. This procedure is a generalization of Random Projection with derivatives (RPD) implemented in depth.RPD function. Now, the procedure computes a p-variate depth with the projections using the $p$ functional dataset.

• The modal depth depth.modep function calculates the depth in three steps. First, the function calculates a suitable metrics or semi–metrics $m_1+\cdots+m_p$ for each curve of the mfdata w.r.t. each curve in the mfdataref object using the metric and par.metric arguments, see metric.lp or semimetric.NPFDA for more details. Second, the function uses the $p$–dimensional metrics to construct a new metric, specified in method argument, by default if method="euclidean", i.e. $m:=\sqrt{m_1^2+\cdots+m_p^2}$. Finally, the empirical h–depth is computed as:

  $\hat{f}_h(x_0)=N^{-1}\sum_{i=1}^{N}{K(m/h)}$

  where $x$ is dataset with p observed fucntional data, $m$ is a suitable metric or semi–metric, $K(t)$ is an asymmetric kernel function and h is the bandwidth parameter.

Value

• lmed Index deepest element median.

• ltrim Index of curves with trimmed mean mtrim.

• dep Depth of each curve of fdataobj w.r.t. fdataori.

• dfunc second depth function used as multivariate depth, see details section.

• par.dfunc list of parameters for the dfunc depth function.

• proj The projection value of each point on the curves.

• dist Distance matrix between curves or functional data.

Author(s)

Manuel Febrero-Bande, Manuel Oviedo de la Fuente [email protected]

References

Cuevas, A., Febrero-Bande, M. and Fraiman, R. (2007). Robust estimation and classification for functional data via projection-based depth notions. Computational Statistics 22, 3, 481-496. 10: 419-440. Statistical Computing in Functional Data Analysis: The R Package fda.usc.Journal of Statistical Software, 51(4), 1-28. https://www.jstatsoft.org/v51/i04/

See Also

See Also as Descriptive.

Examples

## Not run: 
data(tecator)
xx<-tecator$absorp
xx1<-fdata.deriv(xx,1)
lx<-list(xx=xx,xx=xx1)
# Fraiman-Muniz Depth
par.df<-list(scale =TRUE)
out.FM1p=depth.FMp(lx,trim=0.1,draw=TRUE, par.dfunc = par.df)
out.FM2p=depth.FMp(lx,trim=0.1,dfunc="mdepth.LD",
par.dfunc = par.df, draw=TRUE)

# Random Project Depth
out.RP1p=depth.RPp(lx,trim=0.1,dfunc="mdepth.TD",
draw=TRUE,par.dfunc = par.df)
out.RP2p=depth.RPp(lx,trim=0.1,dfunc="mdepth.LD",
draw=TRUE,par.dfunc = par.df)

#Modal Depth
out.mode1p=depth.modep(lx,trim=0.1,draw=T,scale=T)
out.mode2p=depth.modep(lx,trim=0.1,method="manhattan",
draw=T,scale=T)

par(mfrow=c(2,3))
plot(out.FM1p$dep,out.FM2p$dep)
plot(out.RP1p$dep,out.RP2p$dep)
plot(out.mode1p$dep,out.mode2p$dep)
plot(out.FM1p$dep,out.RP1p$dep)
plot(out.RP1p$dep,out.mode1p$dep)
plot(out.FM1p$dep,out.mode1p$dep)

## End(Not run)

Description

Central and dispersion measures for functional data.

Usage

func.mean(x)

func.var(fdataobj)

func.trim.FM(fdataobj, ...)

func.trim.mode(fdataobj, ...)

func.trim.RP(fdataobj, ...)

func.trim.RT(fdataobj, ...)

func.trim.RPD(fdataobj, ...)

func.med.FM(fdataobj, ...)

func.med.mode(fdataobj, ...)

func.med.RP(fdataobj, ...)

func.med.RT(fdataobj, ...)

func.med.RPD(fdataobj, ...)

func.trimvar.FM(fdataobj, ...)

func.trimvar.mode(fdataobj, ...)

func.trimvar.RP(fdataobj, ...)

func.trimvar.RPD(fdataobj, ...)

func.trim.RT(fdataobj, ...)

func.med.RT(fdataobj, ...)

func.trimvar.RT(fdataobj, ...)

func.mean.formula(formula, data = NULL, ..., drop = FALSE)

Arguments

Value

func.mean.formula The value returned from split is a list of fdata containing the mean curves
for the groups. The components of the list are named by the levels of f (after converting to a factor, or if already a factor and drop = TRUE, dropping unused levels).

Author(s)