funeigen {funreg} | R Documentation |
Perform eigenfunction decomposition on functional covariate
Description
A function to do the eigenfunction decomposition as part of a penalized functional regression as in Goldsmith et al. (2011)
Usage
funeigen(id, time, x, num.bins = 35, preferred.num.eigenfunctions = 30)
Arguments
id |
A vector of subject ID's. |
time |
A vector of measurement times. |
x |
A single functional predictor represented as a vector or a one-column matrix. |
num.bins |
The number of knots used in the spline basis for the beta function. The default is based on the Goldsmith et al. (2011) sample code. |
preferred.num.eigenfunctions |
The number of eigenfunctions to use in approximating the covariance function of x (see Goldsmith et al., 2011) |
Note
The algorithm for this function follows that of "sparse_simulation.R", which was
written on Nov. 13, 2009, by Jeff Goldsmith; Goldsmith noted that he used some code from Chongzhi Di for the part about
handling sparsity. "sparse_simulation.R" was part of the supplementary material for
Goldsmith, Bobb, Crainiceanu, Caffo, and Reich (2011).
The num.bins
parameter corresponds to N.fit
in Goldsmith et al, sparse_simulation.R
and
preferred.num.eigenfunctions
corresponds to Kz
in Goldsmith et al.
References
Goldsmith, J., Bobb, J., Crainiceanu, C. M., Caffo, B., and Reich, D. (2011). Penalized functional regression. Journal of Computational and Graphical Statistics, 20(4), 830-851. DOI: 10.1198/jcgs.2010.10007.
See Also
fitted.funeigen
, link{plot.funeigen}