Fstat.fd: F-statistic for functional linear regression.
Description
Fstat.fd calculates a pointwise F-statistic for functional linear regression.Usage
Fstat.fd(y,yhat,argvals=NULL)
Arguments
y
the dependent variable object. It may be:
- a vector if the dependent variable is scalar.
- a functional data object if the dependent variable is functional.
yhat
The predicted values corresponding to y
. It must be of the same class.
argvals
If yfdPar
is a functional data object, the points at which to evaluate
the pointwise F-statistic.
Value
- A list with components
- Fthe calculated pointwise F-statistics.
- argvalsargument values for evaluating the F-statistic if
yfdPar
is
a functional data object.
source
Ramsay, James O., and Silverman, Bernard W. (2006), Functional
Data Analysis, 2nd ed., Springer, New York.Details
An F-statistic is calculated as the ratio of residual variance to predicted
variance.
If argvals
is not specified and yfdPar
is a fd
object,
it defaults to 101 equally-spaced points on the range of yfdPar
.