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QuadPredmp {adlift}

QuadPredmp
Package: 
adlift
Version: 
1.3-2

Description

This function performs the prediction lifting step using a quadratic regression curve given a configuration of neighbours, for multiple point data.

Usage

QuadPredmp(pointsin, X, coefflist, coeff, nbrs, newnbrs, remove, intercept,
 neighbours, mpdet, g)

Arguments

pointsin
The indices of gridpoints still to be removed.
X
the vector of grid values.
coeff
the vector of detail and scaling coefficients at that step of the transform.
coefflist
the list of detail and multiple scaling coefficients at that step of the transform.
nbrs
the indices (into X) of the neighbours to be used in the prediction step.
newnbrs
as nbrs, but repeated according to the multiple point structure of the grid.
remove
the index (into X) of the point to be removed.
intercept
Boolean value for whether or not an intercept is used in the prediction step of the transform.
neighbours
the number of neighbours in the computation of the predicted value. This is not actually used specifically in QuadPredmp, since this is known already from nbrs.
mpdet
how the mutiple point detail coefficients are computed. Possible values are "ave", in which the multiple detail coefficients produced when performing the multiple predictions are averaged, or "min", where the overall minimum detail coefficient is taken. Note that this is taken to standardise the input when LocalPredmp is called.
g
the group structure of the multiple point data. Note that this is taken to standardise the input when LocalPredmp is called.

Details

The procedure performs quadratic regression using the given neighbours using an intercept if chosen. The regression coefficients (weights) are used to predict the new function value at the removed point.

Values

Xneigh
matrix of X values corresponding to the neighbours of the removed point. The matrix consists of the column X[newnbrs] augmented with a column of ones if an intercept is used. Refer to any reference on linear regression for more details.
mm
the matrix from which the prediction is made. In terms of Xneigh, it is
(Xneigh^T Xneigh)^{-1} Xneigh^T .
bhat
The regression coefficients used in prediction.
weights
the prediction weights for the neighbours.
pred
the predicted function value obtained from the regression.
coeff
vector of (modified) detail and scaling coefficients to be used in the update step of the transform.

See Also

CubicPredmp, fwtnpmp, LinearPredmp

Examples

#read in data with multiple values...
 
data(motorcycledata)
times<-motorcycledata$time
accel<-motorcycledata$accel
short<-adjustx(times,accel,"mean")
X<-short$sepx
coeff<-short$sepx
g<-short$g
 
coefflist<-list()
for (i in 1:length(g)){
coefflist[[i]]<-accel[g[[i]]]
}
 
#work out neighbours of point to be removed (31)
 
out<-getnbrs(X,31,order(X),2,TRUE)
nbrs<-out$n
 
nbrs
 
newnbrs<-NULL
for (i in 1:length(nbrs)){
newnbrs<-c(newnbrs,rep(nbrs[i],times=length(g[[nbrs[i]]])))
}
 
#work out repeated neighbours using g...
newnbrs
 
QuadPredmp(order(X),X,coefflist,coeff,nbrs,newnbrs,31,TRUE,2,"ave",g)

Author(s)

Matt Nunes (m.nunes@lancs.ac.uk), Marina Knight

Documentation reproduced from package adlift, version 1.3-2. License: GPL