adass-package {adass}R Documentation

Adaptive smoothing spline estimator for the function-on-function linear regression model

Description

Implements the adaptive smoothing spline estimator for the function-on-function linear regression model described in Centofanti et al. (2020) <arXiv:2011.12036>.

Details

Package: adass
Type: Package
Version: 1.0.0
Date: 2021-11-16
License: GPL-3

Author(s)

Fabio Centofanti, Antonio Lepore, Alessandra Menafoglio, Biagio Palumbo, Simone Vantini

References

Centofanti, F., Lepore, A., Menafoglio, A., Palumbo, B., Vantini, S. (2020). Adaptive Smoothing Spline Estimator for the Function-on-Function Linear Regression Model. arXiv preprint arXiv:2011.12036.

See Also

adass.fr, adass.fr_eaass

Examples


library(adass)
data<-simulate_data("Scenario HAT",n_obs=100)
X_fd=data$X_fd
Y_fd=data$Y_fd
basis_s <- fda::create.bspline.basis(c(0,1),nbasis = 10,norder = 4)
basis_t <- fda::create.bspline.basis(c(0,1),nbasis = 10,norder = 4)
mod_smooth <-adass.fr(Y_fd,X_fd,basis_s = basis_s,basis_t = basis_t,tun_par=c(10^-6,10^-6,0,0,0,0))
grid_s<-seq(0,1,length.out = 10)
grid_t<-seq(0,1,length.out = 10)
beta_der_eval_s<-fda::eval.bifd(grid_s,grid_t,mod_smooth$Beta_hat_fd,sLfdobj = 2)
beta_der_eval_t<-fda::eval.bifd(grid_s,grid_t,mod_smooth$Beta_hat_fd,tLfdobj = 2)
mod_adsm<-adass.fr_eaass(Y_fd,X_fd,basis_s,basis_t,
                        beta_ders=beta_der_eval_s, beta_dert=beta_der_eval_t,
                        rand_search_par=list(c(-8,4),c(-8,4),c(0,0.1),c(0,4),c(0,0.1),c(0,4)),
                        grid_eval_ders=grid_s, grid_eval_dert=grid_t,
                        popul_size = 2,ncores=1,iter_num=1)

mod_opt <-adass.fr(Y_fd, X_fd, basis_s = basis_s, basis_t = basis_t,
                  tun_par=mod_adsm$tun_par_opt,beta_ders = beta_der_eval_s,
                  beta_dert = beta_der_eval_t,grid_eval_ders=grid_s,grid_eval_dert=grid_t )
plot(mod_opt)


[Package adass version 1.0.0 Index]