| KE_bwselection {longke} | R Documentation |
KE_bwselection
Description
Function used to perform leave-one-subject-out cross validation to select optimal time bandwidth (b_s) and trajectory bandwidth (b_w)
Usage
KE_bwselection(data,bw_time,bw_subj,T1,T2)
Arguments
data |
A long format data matrix containing columns ordered by time, subject ID, response, predictor1, predictor2, ... where the measurement time of the longitudinal data should be discretized |
bw_time |
A numeric vector that contains the candidate time bandwidths |
bw_subj |
A numeric vector that contains the candidate trajectory bandwidths |
T1 |
A measurement time domain where the functional predictors are measured within |
T2 |
A measurement time domain where the functional response is of interest to predict |
Value
A list containing 3 elements
BWSelecStep |
Total SSE for each bandwidth combination |
optimalBW |
A vector containing the optimal time/trajectory bandwidth |
RunningTime |
Running time of the bandwidth selection |
References
Wang S, Kim S, Cho H, Chang W. Nonparametric predictive model for sparse and irregular longitudinal data. (2023+)
Examples
t_all = 1:50
T1=c(1,25);T2=c(26,50)
data = datagen(ntotal=350,ntest=50,t_all=t_all,t_split=25,seed=1)
data.sample = data$train
bwsele.toy = KE_bwselection(data=data.sample,
bw_time=c(1,2),bw_subj=c(0.1,0.5),T1=T1,T2=T2)
bwsele.toy$optimalBW