adass-package {adass}

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. (2023) doi:10.1007/s00180-022-01223-6.

Details

Package:	adass
Type:	Package
Version:	1.0.1
Date:	2024-07-16
License:	GPL (>= 3) + file LICENSE

Author(s)

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

References

Centofanti, F., Lepore, A., Menafoglio, A., Palumbo, B., Vantini, S. (2023). Adaptive Smoothing Spline Estimator for the Function-on-Function Linear Regression Model. Computational Statistics 38(1), 191–216.

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)