fda (version 6.2.0)

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)

Value

A list with components

F

the calculated pointwise F-statistics.

argvals

argument values for evaluating the F-statistic if yfdPar is a functional data object.

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.

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.

References

Ramsay, James O., Hooker, Giles, and Graves, Spencer (2009), Functional data analysis with R and Matlab, Springer, New York.

Ramsay, James O., and Silverman, Bernard W. (2005), Functional Data Analysis, 2nd ed., Springer, New York.

Ramsay, James O., and Silverman, Bernard W. (2002), Applied Functional Data Analysis, Springer, New York.

See Also

fRegress Fstat.fd