Get a list of function-on-function linear regression models estimated on functional data each evolving up to an intermediate domain point.

Source: R/real_time_02_fof_pc.R

This function produces a list of objects, each of them contains the result of applying fof_pc to a functional response variable and multivariate functional covariates evolved up to an intermediate domain point.

fof_pc_real_time(
  mfdobj_y_list,
  mfdobj_x_list,
  tot_variance_explained_x = 0.95,
  tot_variance_explained_y = 0.95,
  tot_variance_explained_res = 0.95,
  components_x = NULL,
  components_y = NULL,
  type_residuals = "standard",
  ncores = 1
)

Arguments

mfdobj_y_list

A list created using get_mfd_df_real_time or get_mfd_list_real_time, denoting a list of functional data objects, each evolving up to an intermediate domain point, with observations of the functional response variable.

mfdobj_x_list

A list created using get_mfd_df_real_time or get_mfd_list_real_time, denoting a list of functional data objects, each evolving up to an intermediate domain point, with observations of the multivariate functional covariates.

tot_variance_explained_x

See fof_pc.

tot_variance_explained_y

See fof_pc.

tot_variance_explained_res

See fof_pc.

components_x

See fof_pc.

components_y

See fof_pc.

type_residuals

See fof_pc.

ncores

If you want parallelization, give the number of cores/threads to be used when creating objects separately for different instants.

Value

A list of lists each produced by fof_pc, corresponding to a given instant.

Examples

library(funcharts)
data("air")
air <- lapply(air, function(x) x[1:10, , drop = FALSE])
mfdobj_y_list <- get_mfd_list_real_time(air["NO2"],
                                        n_basis = 15,
                                        lambda = 1e-2,
                                        k_seq = c(0.5, 0.75, 1))
mfdobj_x_list <- get_mfd_list_real_time(air[c("CO", "temperature")],
                                        n_basis = 15,
                                        lambda = 1e-2,
                                        k_seq = c(0.5, 0.75, 1))
mod_list <- fof_pc_real_time(mfdobj_y_list, mfdobj_x_list)