Elastic Functional Data Analysis

Performs alignment, PCA, and modeling of multidimensional and unidimensional functions using the square-root velocity framework (Srivastava et al., 2011 and Tucker et al., 2014 ). This framework allows for elastic analysis of functional data through phase and amplitude separation.


R library for elastic functional data analysis

A R package for functional data analysis using the square root velocity framework which performs pair-wise and group-wise alignment as well as modeling using functional component analysis


v1.7.0 is on CRAN and can be installed as

For a more up to date, but may not be stable version from git repository

  1. Download zip or tar.gz of package or clone repository
  2. Install into R (> 3.1.0)

install.packages("fdasrvf.tar.gz", repos = NULL)


Tucker, J. D. 2014, Functional Component Analysis and Regression using Elastic Methods. Ph.D. Thesis, Florida State University.

Robinson, D. T. 2012, Function Data Analysis and Partial Shape Matching in the Square Root Velocity Framework. Ph.D. Thesis, Florida State University.

Huang, W. 2014, Optimization Algorithms on Riemannian Manifolds with Applications. Ph.D. Thesis, Florida State University.

Srivastava, A., Wu, W., Kurtek, S., Klassen, E. and Marron, J. S. (2011). Registration of Functional Data Using Fisher-Rao Metric. arXiv:1103.3817v2 [math.ST].

Tucker, J. D., Wu, W. and Srivastava, A. (2013). Generative models for functional data using phase and amplitude separation. Computational Statistics and Data Analysis 61, 50-66.

J. D. Tucker, W. Wu, and A. Srivastava, ``Phase-Amplitude Separation of Proteomics Data Using Extended Fisher-Rao Metric," Electronic Journal of Statistics, Vol 8, no. 2. pp 1724-1733, 2014.

J. D. Tucker, W. Wu, and A. Srivastava, "Analysis of signals under compositional noise With applications to SONAR data," IEEE Journal of Oceanic Engineering, Vol 29, no. 2. pp 318-330, Apr 2014.

Srivastava, A., Klassen, E., Joshi, S., Jermyn, I., (2011). Shape analysis of elastic curves in euclidean spaces. Pattern Analysis and Machine Intelligence, IEEE Transactions on 33 (7), 1415-1428.

S. Kurtek, A. Srivastava, and W. Wu. Signal estimation under random time-warpings and nonlinear signal alignment. In Proceedings of Neural Information Processing Systems (NIPS), 2011.

Wen Huang, Kyle A. Gallivan, Anuj Srivastava, Pierre-Antoine Absil. "Riemannian Optimization for Elastic Shape Analysis", Short version, The 21st International Symposium on Mathematical Theory of Networks and Systems (MTNS 2014).

Cheng, W., Dryden, I. L., and Huang, X. (2016). Bayesian registration of functions and curves. Bayesian Analysis, 11(2), 447-475.

News

v1.7.0

  • added a pair align function for 1-D data
  • added bayesian alignment for 1-D functions

v1.6.2

  • updated curve functions to support R^n
  • cleaned up curve function for loops

v1.6.1

  • bug fixes to curve functions

v1.6.0

  • added open and closed curve function (N-D)

v1.5.2

  • added image alignment functions and fix minor bugs

v1.5.1

  • added gropt optimization methods and alignment

v1.5.0

  • added simul optimization method for reparam

v1.4.2

  • Fixed gradient bug

v1.4.1

  • Fixed bug in doParallel for windows computers
  • Fixed numerical issues for high lambda for no warping required

v1.4

  • Fixed memory leak in Dynamic Programming algorithm
  • Updated random gamma generation to use a fourier basis on the tangent space
  • Changed over parallel support to doParallel
  • Fixed documentation error

v1.3

  • Fixed numerical issues
  • Updated documentation

v1.2

  • Changed SRVF calculation to use splines for derivatives
  • Added control to the amount of warping via lambda to the time_warping function
  • Fixed documentation bugs and minor bugs in horizontal PCA calculation

v1.1

  • Updated so the parallel functions are windows compatible and windows binary can be compiled, now suggests doSNOW or doMC
  • Added variance calculation to time_warping function

v1.0

  • Initial Version of Package

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("fdasrvf")

1.8.0 by J. Derek Tucker, 9 days ago


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


Authors: J. Derek Tucker <jdtuck@sandia.gov>


Documentation:   PDF Manual  


Task views: Functional Data Analysis


GPL-3 license


Imports Rcpp, coda, foreach, mvtnorm, matrixcalc, splines, parallel, fields, doParallel, viridisLite

Suggests akima

Linking to Rcpp, RcppArmadillo

System requirements: C++11


See at CRAN