BCIntervalSpearmanMultivariate {roahd} | R Documentation |
Bootstrap Confidence Interval on Spearman's Correlation Coefficient of a Multivariate Functional Dataset
Description
This function computes the bootstrap confidence intervals of coverage probability
1 - \alpha
for the Spearman correlation coefficients within a multivariate functional dataset.
Usage
BCIntervalSpearmanMultivariate(
mfD,
ordering = "MEI",
bootstrap_iterations = 1000,
alpha = 0.05,
verbose = FALSE
)
Arguments
mfD |
is the multivariate functional sample in form of |
ordering |
is either |
bootstrap_iterations |
is the number of bootstrap iterations to use in order to estimate the confidence intervals (default is 1000). |
alpha |
controls the coverage probability (1- |
verbose |
whether to log information on the progression of bootstrap iterations. |
Details
The function takes a multivariate functional dataset and computes a matrix of bootstrap confidence intervals for its Spearman correlation coefficients.
Value
The function returns a list of two elements, lower
and upper
, representing
the matrices of lower and upper ends of the bootstrap confidence intervals for each pair of
components. The elements on the main diagonal are set to 1.
See Also
cor_spearman
, cor_spearman_accuracy
, fData
,
mfData
, BCIntervalSpearman
Examples
set.seed(1)
N <- 200
P <- 100
grid <- seq(0, 1, length.out = P)
# Creating an exponential covariance function to simulate Gaussian data
Cov <- exp_cov_function(grid, alpha = 0.3, beta = 0.4)
# Simulating (independent) Gaussian functional data with given center and covariance function
Data_1 <- generate_gauss_fdata(
N = N,
centerline = sin(2 * pi * grid),
Cov = Cov
)
Data_2 <- generate_gauss_fdata(
N = N,
centerline = sin(4 * pi * grid),
Cov = Cov
)
Data_3 <- generate_gauss_fdata(
N = N,
centerline = sin(6 * pi * grid),
Cov = Cov
)
# Using the simulated data as (independent) components of a multivariate functional dataset
mfD <- mfData(grid, list(Data_1, Data_2, Data_3))
BCIntervalSpearmanMultivariate(mfD, ordering = "MEI")
# BC intervals contain zero since the functional samples are uncorrelated.