Quantile for influence measures
Estimate the quantile of measures of influence for each observation.
influence_quan(model,out.influ,mue.boot=500, smo=0.1,smoX=0.05,alpha=0.95,kmax.fix=FALSE,...)
model |
|
out.influ |
|
mue.boot |
Number of bootstrap samples |
smo |
Smoothing parameter as a proportion of response variance. |
smoX |
Smoothing parameter for |
alpha |
Significance level. |
kmax.fix |
The maximum number of principal comoponents or number of
basis is fixed by |
... |
Further arguments passed to or from other methods. |
Compute the quantile of measures of influence estimated in
influence.fregre.fd for functional regression using principal
components representation (fregre.pc) or basis
representation
(fregre.basis or
fregre.basis.cv).
A smoothed bootstrap method is used to estimate the quantiles of the influence measures, which allows to point out which observations have the larger influence on estimation and prediction.
Return:
quan.cook.for Distance Cook Prediction Quantile.
quan.cook.est Distance Cook Estimation Quantile.
quan.cook.Pena Pena Distance Quantile.
mues.est Sample Cook generated.
mues.pena Sample Pena generated.
beta.boot Functional beta estimated by bootstrap method.
Manuel Febrero-Bande, Manuel Oviedo de la Fuente manuel.oviedo@usc.es
Febrero-Bande, M., Galeano, P. and Gonzalez-Manteiga, W. (2010). Measures of influence for the functional linear model with scalar response. Journal of Multivariate Analysis 101, 327-339.
See Also as: influence.fregre.fd,
fregre.basis, fregre.pc.
## Not run: data(tecator) x=tecator$absorp.fdata y=tecator$y$Fat res=fregre.pc(x,y,1:6) #time consuming res.infl=influence.fregre.fd(res) resquan=influence_quan(res,res.infl,4,0.01,0.05,0.95) plot(res.infl$betas,type="l",col=2) lines(res$beta.est,type="l",col=3) lines(resquan$betas.boot,type="l",col="gray") res=fregre.basis(x,y) res.infl=influence.fregre.fd(res) resquan=influence_quan(res,res.infl,mue.boot=4,kmax.fix=T) plot(resquan$betas.boot,type="l",col=4) lines(res.infl$betas,type="l",col=2) lines(resquan$betas.boot,type="l",col="gray") ## End(Not run)
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