Fast Kernel Smoothing
Produces a kernel smoothed version of a function based on the vectors given in the input. Bandwidth is selected using cross-validation.
FKS(dataf, Tout, kernel = c("uniform", "triangular", "Epanechnikov",
"biweight", "triweight", "Gaussian"), m = 51, K = 20)dataf |
A set of functional data given by a |
Tout |
vector of values in the domain of the functions at which the resulting smoothed function is evaluated |
kernel |
Kernel used for smoothing. Admissible values are |
m |
Number of points in the grid for choosing the cross-validated bandwidth. |
K |
Performs |
A vector of the same length as Tout
corresponding to the values of the
function produced using kernel smoothing, is provided. Bandwidth is selected using the
K-fold cross-validation of randomly shuffled input values.
A dataf object corresponding to Tout of smoothed functional values.
Stanislav Nagy, nagy at karlin.mff.cuni.cz
d = 10 T = sort(runif(d)) X = T^2+ rnorm(d,sd=.1) Tout = seq(0,1,length=101) plot(T,X) dataf = list(list(args=T,vals=X)) data.sm = FKS(dataf,Tout,kernel="Epan") lines(data.sm[[1]]$args,data.sm[[1]]$vals,col=2) datafs = structure(list(dataf=dataf,labels=1:length(dataf)),class="functional") plot(datafs) points(T,X) data.sms = structure(list(dataf=data.sm,labels=1:length(data.sm)),class="functional") plot(data.sms) n = 6 dataf = list() for(i in 1:n) dataf[[i]] = list(args = T<-sort(runif(d)), vals = T^2 + rnorm(d,sd=.1)) data.sm = FKS(dataf,Tout,kernel="triweight") data.sms = structure(list(dataf=data.sm,labels=1:length(data.sm)),class="functional") plot(data.sms)
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