Functional Data Analysis

These functions were developed to support functional data analysis as described in Ramsay, J. O. and Silverman, B. W. (2005) Functional Data Analysis. New York: Springer. They were ported from earlier versions in Matlab and S-PLUS. An introduction appears in Ramsay, J. O., Hooker, Giles, and Graves, Spencer (2009) Functional Data Analysis with R and Matlab (Springer). The package includes data sets and script files working many examples including all but one of the 76 figures in this latter book. Matlab versions of the code and sample analyses are no longer distributed through CRAN, as they were when the book was published. For those, ftp from < http://www.psych.mcgill.ca/misc/fda/downloads/FDAfuns/> There you find a set of .zip files containing the functions and sample analyses, as well as two .txt files giving instructions for installation and some additional information. The changes from Version 2.4.1 are fixes of bugs in density.fd and removal of functions create.polynomial.basis, polynompen, and polynomial. These were deleted because the monomial basis does the same thing and because there were errors in the code.


News

Software and datasets to support three books:

James O. Ramsay, Giles Hooker, and Spencer Graves (2009) Functional DAta Analysis with R and Matlab (Springer) James O. Ramsay and Bernard W. Silverman (2005), 'Functional Data Analysis', 2nd ed. (Springer) _______ (2002) 'Applied Functional Data Analysis' (Springer) James O. Ramsay, Giles Hooker, and Spencer Graves (2009) 'Functional Data Analysis with R and Matlab' (Springer)

Release 2.2.1 contained corrections to fRegress and inprod.

Release 2.2.0 was released in Oct. 2009 as the working version to accompany 'Functional Data Analysis with R and Matlab' (Springer)

Release 2.1.2 fixed problems with linmod among others and completed script files for Ramsay, Hooker and Graves.

Release 2.1.1 added partial script files for Ramsay, Hooker and Graves, and fixed some bugs.

Release 2.1.0 made 'fRegress' much easier to use by adding a formula interface to handle the laborious setup. To do this and maintain backward compatibility, 'fRegress' is now a generic function with a 'formula' and other methods.

Release 2.0.5 introduced 'predict', 'fitted', and 'residual' methods as wrappers for various 'eval.*' functions where that seemed appropriate. This was suggested by Soren Hosgaard.

Release 2.0.4 introduced changes to make the syntax for all the 'create.*.basis' function calls more consistent. This included added names for all the basis functions to make it easier to understand how 'fda' works.

Release 2.0.2 and 2.0.3 fixed bugs in "+.fd" and "-.fd" and other places like 'plotfit.fd'. Release 2.0.3 also introduced changes to 'create.bspline.basis' and 'create.fourier.basis' to make them more consistent and easier to use.

Release 2.0.1 added a map to CanadianWeather.Rd showing the location of each weather station by region.

Release 2.0.0 added 'coef' generic functions to extract the coefficients from objects of class 'fd', 'fdPar', and 'fdSmooth'. Also, the 'coef' component in objects of class 'fdSmooth' was removed as it was redundant with 'fd$coefs'. In addition, functions 'Fperm.fd' and and 'tperm.fd' were added, and a bug was fixed in the addition of functional data objects.

Release 1.2.4 fixes a few bugs and adds defaults to 'smooth.basis' and 'smooth.basisPar' to make them easier to use. The output of 'smooth.basis' and 'smooth.basisPar' now have class 'fdSmooth', with methods for 'plot', 'lines', and 'plotfit'. There have also been improvements to the 'plotfit' function and the 'CanadianWeather' data. Also, a function 'norder' has been added, which returns the order of a B-spline.

Release 1.2.3 adds to previous versions a script to create most of the figures of chapter 6 of "Applied Functional Data Analysis" by Ramsay and Silverman. Other changes offer simpler calls to time warping / registration and functional principal component functions.

############################ Release 1.1.7 provides improved documentation and modifications to some data sets. Major modifications from previous releases:

MINOR INCOMPATIBILITIES WITH PREVIOUS VERSIONS:

  1.  The 'daily' data set now has a more descriptive name,

'CanadianWeather', and some enhancements; see the help page.

  2.  The 'melanoma' data set has been modified to match

the object of the same name in the 'lattice' package. Accordingly, the 'index' column has been deleted and the column name 'melanoma' has been changed to 'incidence'.

ENHANCEMENTS

  1.  New functions 'smooth.basisPar' and 'smooth.fdPar'

simplify common analysis flows that follow an isolated call to 'dfPar' with a call to either 'smooth.basis' or 'smooth.fd'; these tasks can now be performed in one step rather than two.

  2.  A new function 'phaseplanePlot' simplifies the

process of plotting "Acceleration" vs. "Velocity".

  3.  A new function 'axisIntervals' facilitates labeling

months and quarters on plots.

  4.  A 'scripts' subdirectory now includes partial scripts

to replicate some of the analyses in the books.

  5.  There have been numerous enhancements to help pages.

Reference manual

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install.packages("fda")

2.4.7 by J. O. Ramsay, 2 months ago


http://www.functionaldata.org


Browse source code at https://github.com/cran/fda


Authors: J. O. Ramsay <ramsay@psych.mcgill.ca>, Hadley Wickham <h.wickham@gmail.com>, Spencer Graves <spencer.graves@prodsyse.com>, Giles Hooker <gjh27@cornell.edu>


Documentation:   PDF Manual  


Task views: Functional Data Analysis


GPL (>= 2) license


Depends on splines, Matrix, graphics

Suggests deSolve, R.matlab, quadprog, nlme, lattice, RCurl, zoo


Imported by Ecfun, FRegSigCom, PerFit, anacor, bcs, classiFunc, fChange, fdANOVA, flars, ftsa, funcy, hisemi, iWISA, pcdpca, refund, trackeR, warpMix.

Depended on by Actigraphy, CCA, CollocInfer, FDRreg, Funclustering, GPFDA, RFgroove, clustEff, ctmcmove, cyphid, fda.usc, fdatest, freqdom.fda, funFEM, funHDDC, geofd, gpDDE, mar1s, penDvine, penRvine, pencopula, pencopulaCond, pendensity, quantreg.nonpar, sde, sft, switchnpreg, vows.

Suggested by DepthProc, DrBats, FDboost, QZ, freqdom, sos.


See at CRAN