LaMa (version 2.0.3)

buildSmoothDens: Build the design and penalty matrices for smooth density estimation

Description

This high-level function can be used to prepare objects needed to estimate mixture models of smooth densities using P-Splines.

Usage

buildSmoothDens(data, type = "real", par, k = 20, degree = 3, diff_order = 2)

Value

a nested list containing the design matrices Z, the penalty matrices S, the initial coefficients coef the prediction design matrices Z_predict, the prediction grids xseq, and details for the basis expansion for each data stream.

Arguments

data

named data frame of different data streams

type

type of each data stream, either "real" for data on the reals, "positive" for data on the positive reals or "circular" for angular data. Needs to be a vector corresponding to the number of data streams in data.

par

nested named list of initial means and sds/concentrations for each data stream

k

number of basis functions for each data stream

degree

degree of the B-spline basis functions for each data stream, defaults to cubic B-splines

diff_order

order of differencing used for the P-Spline penalty matrix for each data stream. Defaults to second-order differences.

Details

Under the hood, make_matrices_dens is used for the actual construction of the design and penalty matrices.

You can provide one or multiple data streams of different types (real, positive, circular) and specify initial means and standard deviations/ concentrations for each data stream. This information is then converted into suitable spline coefficients. buildSmoothDens then constructs the design and penalty matrices for standardised B-splines basis functions (integrating to one) for each data stream. For types "real" and "circular" the knots are placed equidistant in the range of the data, for type "positive" the knots are placed using polynomial spacing.

Examples

## 3 data streams, each with one distribution
# normal data with mean 0 and sd 1
x1 = rnorm(100, mean = 0, sd = 1)
# gamma data with mean 5 and sd 3
x2 = rgamma2(100, mean = 5, sd = 3)
# circular data
x3 = rvm(100, mu = 0, kappa = 2)

data = data.frame(x1 = x1, x2 = x2, x3 = x3)

par = list(x1 = list(mean = 0, sd = 1),
           x2 = list(mean = 5, sd = 3),
           x3 = list(mean = 0, concentration = 2))

SmoothDens = buildSmoothDens(data, 
                             type = c("real", "positive", "circular"),
                             par)
                             
# extracting objects for x1
Z1 = SmoothDens$Z$x1
S1 = SmoothDens$S$x1
coefs1 = SmoothDens$coef$x1

## one data stream, but mixture of two distributions
# normal data with mean 0 and sd 1
x = rnorm(100, mean = 0, sd = 1)
data = data.frame(x = x)

# now parameters for mixture of two normals
par = list(x = list(mean = c(0, 5), sd = c(1,1)))

SmoothDens = buildSmoothDens(data, par = par)

# extracting objects 
Z = SmoothDens$Z$x
S = SmoothDens$S$x
coefs = SmoothDens$coef$x