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fda (version 2.4.0)

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.

See Also

fRegress Fstat.fd