Packages

c

scalation.analytics.fda

Regression_F

class Regression_F extends AnyRef

The Regression_F class performs functional linear regression.

y = b0 + b1 * x(t) + ε

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Instance Constructors

  1. new Regression_F(y: VectorD, x: VectorD, t: VectorD, τ: VectorD, ord: Int = 4)

    y

    the response vector

    x

    the covariate vector - treated as functional

    t

    the time vector

    τ

    the knot vector

    ord

    the order (degree+1) of the B-Splines (2 to 6)

Value Members

  1. def predict(tt: Double): Double

    Predict the y-value at time point 'tt'.

    Predict the y-value at time point 'tt'.

    tt

    the given time point

  2. def train(): VectoD

    Train the model using the smoothed data to find the regression coefficients 'b'.