R: Fast Kernel Smoothing

FKS {ddalpha} | R Documentation

## Fast Kernel Smoothing

### Description

Produces a kernel smoothed version of a function based on the vectors given in the input. Bandwidth is selected using cross-validation.

### Usage

    FKS(dataf, Tout, kernel = c("uniform", "triangular", "Epanechnikov",
      "biweight", "triweight", "Gaussian"), m = 51, K = 20)

### Arguments

`dataf` | A set of functional data given by a `dataf` object that are to be smoothed.
`Tout` | vector of values in the domain of the functions at which the resulting smoothed function is evaluated
`kernel` | Kernel used for smoothing. Admissible values are `uniform`, `triangular`, `Epanechnikov`, `biweight`, `triweight` and `Gaussian`. By default, `uniform` is used.
`m` | Number of points in the grid for choosing the cross-validated bandwidth.
`K` | Performs `K`-fold cross-validation based on randomly shuffled data.

### Details

A vector of the same length as `Tout` corresponding to the values of the function produced using kernel smoothing, is provided. Bandwidth is selected using the `K`-fold cross-validation of randomly shuffled input values.

### Value

A `dataf` object corresponding to `Tout` of smoothed functional values.

### Author(s)

Stanislav Nagy, nagy at karlin.mff.cuni.cz

### Examples

    d = 10
    T = sort(runif(d))
    X = T^2+ rnorm(d,sd=.1)
    Tout = seq(0,1,length=101)

    plot(T,X)
    dataf = list(list(args=T,vals=X))
    data.sm = FKS(dataf,Tout,kernel="Epan")
    lines(data.sm[[1]]$args,data.sm[[1]]$vals,col=2)

    datafs = structure(list(dataf=dataf,labels=1:length(dataf)),class="functional")
    plot(datafs)
    points(T,X)
    data.sms = structure(list(dataf=data.sm,labels=1:length(data.sm)),class="functional")
    plot(data.sms)

    n = 6
    dataf = list()
    for(i in 1:n) dataf[[i]] = list(args = T<-sort(runif(d)), vals = T^2 + rnorm(d,sd=.1))
    data.sm = FKS(dataf,Tout,kernel="triweight")
    data.sms = structure(list(dataf=data.sm,labels=1:length(data.sm)),class="functional")
    plot(data.sms)

[Package ddalpha version 1.3.4 Index]