Functional Data Analysis for Density Functions by Transformation
to a Hilbert Space
An implementation of the methodology described in
Petersen and Mueller (2016) <10.1214> for the functional
data analysis of samples of density functions. Densities are first
transformed to their corresponding log quantile densities, followed by
ordinary Functional Principal Components Analysis (FPCA). Transformation
modes of variation yield improved interpretation of the variability in the
data as compared to FPCA on the densities themselves. The standard
fraction of variance explained (FVE) criterion commonly used for functional
data is adapted to the transformation setting, also allowing for an
alternative quantification of variability for density data through the
Wasserstein metric of optimal transport.10.1214>
Testing version of fdadensity
What is this repository for?
This is R package implementation of the methodology proposed by Petersen & Mueller in the manuscript: "Functional Data Analysis for Density Functions by Transformation to a Hilbert space".
How do I get set up?
Assuming you can see this you should have access to this repo. Therefore just use clone the repo and then use
load_all() to load the file. It should automatically compile the functions needed and get you going at no time (ie.
But I just want to install it...
You can install the package in R using:
Once installed you can load the package with:
Who do I talk to if I want somethig fixed/changed/added?
You can message Pantelis.