var.fts {ftsa} | R Documentation |
Computes variance functions of functional time series at each variable.
var.fts(x, method = c("coordinate", "FM", "mode", "RP", "RPD"), trim = 0.25,...)
x |
An object of class fts . |
method |
Method for computing median. |
trim |
Percentage of trimming. |
... |
Other arguments. |
If method = "coordinate"
, it computes coordinate-wise variance.
If method = "FM"
, it computes the variance of trimmed functional data ordered by the functional depth of Fraiman and Muniz (2001).
If method = "mode"
, it computes the variance of trimmed functional data ordered by h-modal functional depth.
If method = "RP"
, it computes the variance of trimmed functional data ordered by random projection depth.
If method = "RPD"
, it computes the variance of trimmed functional data ordered by random projection derivative depth.
A list containing x
= variables and y
= variance rates.
Han Lin Shang
O. Hossjer and C. Croux (1995) "Generalized univariate signed rank statistics for testing and estimating a multivariate location parameter", Nonparametric Statistics, 4(3), 293-308.
A. Cuevas and M. Febrero and R. Fraiman (2006) "On the use of bootstrap for estimating functions with functional data", Computational Statistics & Data Analysis, 51(2), 1063-1074.
M. Febrero and P. Galeano and W. Gonzalez-Manteiga (2008) "Outlier detection in functional data by depth measures, with application to identify abnormal NOx levels", Environmetrics, 19(4), 331-345.
mean.fts
, median.fts
, sd.fts
, quantile.fts
var(x = ausmale, method = "coordinate") var(x = ausmale, method = "FM") var(x = ausmale, method = "mode") var(x = ausmale, method = "RP") var(x = ausmale, method = "RPD")