auto.sep.test {SIMle}

Automated separability test

Description

This function utilizes Simultaneous Confidence Regions (SCR) for the automated execution of separability tests with with chosen bases.

Usage

auto.sep.test(
  ts,
  c,
  d,
  b_time,
  b_timese,
  mp_type,
  type,
  ops,
  m = "MV",
  fix_num = 0,
  r = 1,
  s = 1,
  per = 0,
  k = 0,
  upper = 10
)

Arguments

ts

ts is the data set which is a time series data typically

c

the maximum value of number of basis for time input

d

the maximum value of number of basis for variate input

b_time

type of basis for time input

b_timese

type of basis for variate input

mp_type

select type of mapping function, "algeb" indicates algebraic mapping on the real line. "logari" represents logarithmic mapping on the real line

type

select type of estimation."fixt" indicates fix time t. "fixx" represents fix variate

ops

Criteria for choosing the number of bases are provided by the package, offering four options: "AIC," "BIC," "CV," and "Kfold," each corresponding to a specific Criteria

m

the window size for the simultaneous confidence region procedure, with the default being 'MV,' which stands for the Minimum Volatility method

fix_num

fix_num indicates the use of fixed-value nonlinear time series regression. If "fixt" is chosen, it represents a fixed time value. Otherwise, if not selected, it pertains to a fixed variate value

r

indicates number of variate

s

s is a positive scaling factor, the default is 1

per

the percentage for test set used in "CV" option

k

the number of fold used in "Kfold" option

upper

upper The upper bound for the variate basis domain. The default value is 10. When "algeb" or "logari" is chosen, the domain is automatically set from -upper to upper

Value

A list containing dataframes with three columns each. The first column represents input values. The second column contains values of the estimated function, along with their upper and lower bounds, which are used for separability testing. The third column is a factor indicating the types corresponding to the values in the second column.