R: F-statistic for functional linear regression.

Fstat.fd {fda} | R Documentation

## 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.

### 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`.

### 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.

### Source

Ramsay, James O., and Silverman, Bernard W. (2006), Functional Data Analysis, 2nd ed., Springer, New York.

### See Also

`fRegress` `Fstat.fd`

[Package fda version 2.4.8 Index]