tfb_fpc {tf}

Functional data in FPC-basis representation

Description

These functions perform a (functional) principal component analysis (FPCA) of the input data and return an tfb_fpc tf-object that uses the empirical eigenfunctions as basis functions for representing the data. The default ("method = fpc_wsvd") uses a (truncated) weighted SVD for complete data on a common grid and a nuclear-norm regularized (truncated) weighted SVD for partially missing data on a common grid, see fpc_wsvd(). The latter is likely to break down for high PVE and/or high amounts of missingness.

Usage

tfb_fpc(data, ...)

## S3 method for class 'data.frame'
tfb_fpc(
  data,
  id = 1,
  arg = 2,
  value = 3,
  domain = NULL,
  method = fpc_wsvd,
  ...
)

## S3 method for class 'matrix'
tfb_fpc(data, arg = NULL, domain = NULL, method = fpc_wsvd, ...)

## S3 method for class 'numeric'
tfb_fpc(data, arg = NULL, domain = NULL, method = fpc_wsvd, ...)

## S3 method for class 'tf'
tfb_fpc(data, arg = NULL, method = fpc_wsvd, ...)

## Default S3 method:
tfb_fpc(data, arg = NULL, domain = NULL, method = fpc_wsvd, ...)

Arguments

data

a matrix, data.frame or list of suitable shape, or another tf-object containing functional data.

...

arguments to the method which computes the (regularized/smoothed) FPCA - see e.g. fpc_wsvd(). Unless set by the user, uses proportion of variance explained pve = 0.995 to determine the truncation levels.

id

The name or number of the column defining which data belong to which function.

arg

numeric, or list of numerics. The evaluation grid. For the data.frame-method: the name/number of the column defining the evaluation grid. The matrix method will try to guess suitable arg-values from the column names of data if arg is not supplied. Other methods fall back on integer sequences (⁠1:<length of data>⁠) as the default if not provided.

value

The name or number of the column containing the function evaluations.

domain

range of the arg.

method

the function to use that computes eigenfunctions and scores. Defaults to fpc_wsvd(), which is quick and easy but returns completely unsmoothed eigenfunctions unlikely to be suited for noisy data. See Details.

Details

For the FPC basis, any factorization method that accepts a data.frame with columns id, arg, value containing the functional data and returns a list with eigenfunctions and FPC scores structured like the return object of fpc_wsvd() can be used for the 'method“ argument, see example below. Note that the mean function, with a fixed "score" of 1 for all functions, is used as the first basis function for all FPC bases.

Value

an object of class tfb_fpc, inheriting from tfb. The basis used by tfb_fpc is a tfd-vector containing the estimated mean and eigenfunctions.

Methods (by class)

• tfb_fpc(default): convert tfb: default method, returning prototype when data is NULL

See Also

fpc_wsvd() for FPCA options.

Other tfb-class: fpc_wsvd(), tfb, tfb_spline()

Other tfb_fpc-class: fpc_wsvd()

Examples

set.seed(13121)
x <- tf_rgp(25, nugget = .02)
x_pc <- tfb_fpc(x, pve = .9)
x_pc
plot(x, lwd = 3)
lines(x_pc, col = 2, lty = 2)
x_pc_full <- tfb_fpc(x, pve = .995)
x_pc_full
lines(x_pc_full, col = 3, lty = 2)
# partially missing data on common grid:
x_mis <- x |> tf_sparsify(dropout = .05)
x_pc_mis <- tfb_fpc(x_mis, pve = .9)
x_pc_mis
plot(x_mis, lwd = 3)
lines(x_pc_mis, col = 4, lty = 2)
# extract FPC basis --
# first "eigenvector" in black is (always) the mean function
x_pc |> tf_basis(as_tfd = TRUE) |> plot(col = 1:5)

# Apply FPCA for sparse, irregular data using refund::fpca.sc:
set.seed(99290)
# create small, sparse, irregular data:
x_irreg <- x[1:8] |>
  tf_jiggle() |> tf_sparsify(dropout = 0.3)
plot(x_irreg)
x_df <- x_irreg |>
  as.data.frame(unnest = TRUE)
# wrap refund::fpca_sc for use as FPCA method in tfb_fpc --
# 1. define scoring function (simple weighted LS fit)
fpca_scores <- function(data_matrix, efunctions, mean, weights) {
  w_mat <- matrix(weights, ncol = length(weights), nrow = nrow(data_matrix),
                  byrow = TRUE)
  w_mat[is.na(data_matrix)] <- 0
  data_matrix[is.na(data_matrix)] <- 0
  data_wc <- t((t(data_matrix) - mean) * sqrt(t(w_mat)))
  t(qr.coef(qr(efunctions), t(data_wc) / sqrt(weights)))
}
# 2. define wrapper for fpca_sc:
fpca_sc_wrapper <- function(data, arg, pve = 0.995, ...) {
  data_mat <- tfd(data) |> as.matrix(interpolate = TRUE)
  fpca <- refund::fpca.sc(
    Y = data_mat, argvals = attr(data_mat, "arg"), pve = pve, ...
  )
  c(fpca[c("mu", "efunctions", "scores", "npc")],
    scoring_function = fpca_scores)
}
x_pc <- tfb_fpc(x_df, method = fpca_sc_wrapper)
lines(x_pc, col = 2, lty = 2)