fRegress.stderr {fda} | R Documentation |
Compute Standard errors of Coefficient Functions
Estimated by Functional Regression
Analysis
Description
Function fRegress
carries out a functional regression analysis
of the concurrent kind, and estimates a regression coefficient function
corresponding to each independent variable, whether it is scalar or
functional. This function uses the list that is output by fRegress
to provide standard error functions for each regression function. These
standard error functions are pointwise, meaning that sampling standard
deviation functions only are computed, and not sampling covariances.
Usage
fRegress.stderr(fRegressList, y2cMap, SigmaE)
Arguments
fRegressList |
the named list of length six that is returned from a call to function
fRegress .
|
y2cMap |
a matrix that contains the linear transformation that
takes the raw data values into the coefficients defining a smooth
functional data object. Typically, this matrix is returned from a
call to function smooth.basis that generates the
dependent variable objects. If the dependent variable is scalar,
this matrix is an identity matrix of order equal to the length
of the vector.
|
SigmaE |
either a matrix or a bivariate functional data object
according to whether the dependent variable is scalar or functional,
respectively.
This object has a number of replications equal to
the length of the dependent variable object. It contains an estimate
of the variance-covariance matrix or function for the residuals.
|
Value
a named list of length 3 containing:
betastderrlist |
a list object of length
the number of independent variables. Each member contains a
functional parameter object
for the standard error of a regression function.
|
bvar |
a symmetric matrix containing sampling variances and
covariances for the matrix of regression coefficients
for the regression functions. These are stored
column-wise in defining BVARIANCE.
|
c2bMap |
a matrix containing the mapping from response variable
coefficients to coefficients for regression coefficients.
|
See Also
fRegress
,
fRegress.CV
Examples
#See the weather data analyses in the file this-is-escaped-codenormal-bracket29bracket-normal for
#examples of the use of function this-is-escaped-codenormal-bracket30bracket-normal.
[Package
fda version 1.2.2
Index]