LogitFD: an R package for functional principal component logit regression

Checking the adequacy of functional linear quantile regression model

We propose nonparametric methods for functional linear regression which are designed for sparse longitudinal data, where both the predictor and response are functions of a covariate such as time. Predictor and response processes have smooth random trajectories, and the data consist of a small number of noisy repeated measurements made at irregular times for a sample of subjects. In longitudinal studies, the number of repeated measurements per subject is often small and may be modeled as a discrete random number and, accordingly, only a finite and asymptotically nonincreasing number of measurements are available for each subject or experimental unit. We propose a functional regression approach for this situation, using functional principal component analysis, where we estimate the functional principal component scores through conditional expectations. This allows the prediction of an unobserved response trajectory from sparse measurements of a predictor trajectory. The resulting technique is flexible and allows for different patterns regarding the timing of the measurements obtained for predictor and response trajectories. Asymptotic properties for a sample of n subjects are investigated under mild conditions, as n→∞, and we obtain consistent estimation for the regression function. Besides convergence results for the components of functional linear regression, such as the regression parameter function, we construct asymptotic pointwise confidence bands for the predicted trajectories. A functional coefficient of determination as a measure of the variance explained by the functional regression model is introduced, extending the standard R2 to the functional case. The proposed methods are illustrated with a simulation study, longitudinal primary biliary liver cirrhosis data and an analysis of the longitudinal relationship between blood pressure and body mass index.

We present a functional regression model for diameter prediction. Usually stem form is estimated from a regression model using dbh and height of the sample tree as predictor. With our model additional diameter observations measured at arbitrary locations within the sample tree can be incorporated in the estimation in order to calibrate a standard prediction based on dbh and height. For this purpose, the stem form of a sample tree is modelled as a smooth random function. The observed diameters are assumed as independent realizations from a sample of possible trajectories of the stem contour. The population average of the stem form within a given dbh and height class is estimated with the taper curves applied in the national forest inventory in Germany. Tree deviation from the population average is modelled with the help of a Karhunen–Loeve expansion for the random part of the trajectory. Eigenfunctions and scores of the Karhunen–Loeve expansion are estimated through conditional expectations within the methodological framework of functional principal component analysis (FPCA). In addition to a calibrated estimation of the stem form, FPCA provides asymptotic pointwise or simultaneous confidence intervals for the calibrated diameter predictions. For the application of functional principal component analysis modelling the covariance function of the random process is crucial. The main features of the functional regression model are discussed informally and demonstrated by means of practical examples.

BackgroundDSC is used to determine thermally-induced conformational changes of biomolecules within a blood plasma sample. Recent research has indicated that DSC curves (or thermograms) may have different characteristics based on disease status and, thus, may be useful as a monitoring and diagnostic tool for some diseases. Since thermograms are curves measured over a range of temperature values, they are considered functional data. In this paper we apply functional data analysis techniques to analyze differential scanning calorimetry (DSC) data from individuals from the Lupus Family Registry and Repository (LFRR). The aim was to assess the effect of lupus disease status as well as additional covariates on the thermogram profiles, and use FD analysis methods to create models for classifying lupus vs. control patients on the basis of the thermogram curves.MethodsThermograms were collected for 300 lupus patients and 300 controls without lupus who were matched with diseased individuals based on sex, race, and age. First, functional regression with a functional response (DSC) and categorical predictor (disease status) was used to determine how thermogram curve structure varied according to disease status and other covariates including sex, race, and year of birth. Next, functional logistic regression with disease status as the response and functional principal component analysis (FPCA) scores as the predictors was used to model the effect of thermogram structure on disease status prediction. The prediction accuracy for patients with Osteoarthritis and Rheumatoid Arthritis but without Lupus was also calculated to determine the ability of the classifier to differentiate between Lupus and other diseases. Data were divided 1000 times into separate 2/3 training and 1/3 test data for evaluation of predictions. Finally, derivatives of thermogram curves were included in the models to determine whether they aided in prediction of disease status.ResultsFunctional regression with thermogram as a functional response and disease status as predictor showed a clear separation in thermogram curve structure between cases and controls. The logistic regression model with FPCA scores as the predictors gave the most accurate results with a mean 79.22% correct classification rate with a mean sensitivity = 79.70%, and specificity = 81.48%. The model correctly classified OA and RA patients without Lupus as controls at a rate of 75.92% on average with a mean sensitivity = 79.70% and specificity = 77.6%. Regression models including FPCA scores for derivative curves did not perform as well, nor did regression models including covariates.ConclusionChanges in thermograms observed in the disease state likely reflect covalent modifications of plasma proteins or changes in large protein-protein interacting networks resulting in the stabilization of plasma proteins towards thermal denaturation. By relating functional principal components from thermograms to disease status, our Functional Principal Component Analysis model provides results that are more easily interpretable compared to prior studies. Further, the model could also potentially be coupled with other biomarkers to improve diagnostic classification for lupus.

In this paper, we consider rank estimation for partial functional linear regression models based on functional principal component analysis. The proposed rank-based method is robust to outliers in the errors and highly efficient under a wide range of error distributions. The asymptotic properties of the resulting estimators are established under some regularity conditions. A simulation study conducted to investigate the finite sample performance of the proposed estimators shows that the proposed rank method performs well. Furthermore, the proposed methodology is illustrated by means of an analysis of the Berkeley growth data.

Inference in functional linear quantile regression

Partially functional linear regression in reproducing kernel Hilbert spaces

We propose a nonlinear prediction (NOP) method for functional time series. Conventional methods for functional time series are mainly based on functional principal component analysis or functional regression models. These approaches rely on the stationary or linear assumption of the functional time series. However, real data sets are often nonstationary, and the temporal dependence between trajectories cannot be captured by linear models. Conventional methods are also hard to analyze multivariate functional time series. To tackle these challenges, the NOP method employs a nonlinear mapping for functional data that can be directly applied to multivariate functions without any preprocessing step. The NOP method constructs feature space with forecast information, hence it provides a better ground for predicting future trajectories. The NOP method avoids calculating covariance functions and enables online estimation and prediction. We examine the finite sample performance of the NOP method with simulation studies that consider linear, nonlinear and nonstationary functional time series. The NOP method shows superior prediction performances in comparison with the conventional methods. Three real applications demonstrate the advantages of the NOP method model in predicting air quality, electricity price and mortality rate.

Data with spatio-temporal structure can arise in many contexts, therefore a considerable interest in modelling these data has been generated, but the complexity of spatio-temporal models, together with the size of the dataset, results in a challenging task. The modelization is even more complex in presence of multivariate data. Since some modelling problems are more natural to think through in functional terms, even if only a finite number of observations is available, treating the data as functional can be useful (Berrendero et al. in Comput Stat Data Anal 55:2619–2634, 2011). Although in Ramsay and Silverman (Functional data analysis, 2nd edn. Springer, New York, 2005) the case of multivariate functional data is also contemplated, they do not cope with more than one dimension (only time is considered as covariate) in the domain of the considered functions. In estimating functional data through smoothing methods, a proper framework for incorporating space-time structures can be found in the generalized additive models (GAM), while classical dimension reduction techniques for functional data lead to functional principal component analysis (FPCA). In a previous work Ruggieri et al. (J Appl Stat 40(4):795–807, 2013) extended temporal FPCA, that is FPCA on data modelled as functions of the one-dimensional time, to multivariate (more than one variable, in our case pollutants) context. In this paper the computational aspects of FPCA are extended to more than one dimension: space (long, lat) and/or space-time; moreover, multidimensional (spatial, spatio-temporal) FPCA is extended to multivariate case. In order to provide a generalization of FPCA to multidimensional (spatio-temporal) and simultaneously multivariate data, we link GAM models together with the approach proposed by Ramsay and Silverman (2005). The paper describes all the computational details useful to implement this approach, while its effectiveness will be shown by a multivariate spatio-temporal environmental dataset, whose structure is actually very common in literature.

We study smooth backfitting when there are errors-in-variables, which is motivated by functional additive models for a functional regression model with a scalar response and multiple functional predictors that are additive in the functional principal components of the predictor processes. The development of a new smooth backfitting technique for the estimation of the additive component functions in functional additive models with multiple functional predictors requires to address the difficulty that the eigenfunctions and therefore the functional principal components of the predictor processes, which are the arguments of the proposed additive model, are unknown and need to be estimated from the data. The available estimated functional principal components contain an error that is small for large samples but nevertheless affects the estimation of the additive component functions. This error-in-variables situation requires to develop new asymptotic theory for smooth backfitting. Our analysis also pertains to general situations where one encounters errors in the predictors for an additive model, when the errors become smaller asymptotically. We also study the finite sample properties of the proposed method for the application in functional additive regression through a simulation study and a real data example.

Quantitative CT Imaging Analysis for Chronic Lung Allograft Dysfunction in Single Lung Transplant Recipients

PurposeThe purpose of this paper is to analyze and forecast the Chinese term structure of interest rates using functional principal component analysis (FPCA).Design/methodology/approachThe authors propose an FPCA-K model using FPCA. The forecasting of the yield curve is based on modeling functional principal component (FPC) scores as standard scalar time series models. The authors evaluate the out-of-sample forecast performance using the root mean square and mean absolute errors.FindingsMonthly yield data from January 2002 to December 2016 are used in this paper. The authors find that in the full sample, the first two FPCs account for 98.68 percent of the total variation in the yield curve. The authors then construct an FPCA-K model using the leading principal components. The authors find that the FPCA-K model compares favorably with the functional signal plus noise model, the dynamic Nelson-Siegel models and the random walk model in the out-of-sample forecasting.Practical implicationsThe authors propose a functional approach to analyzing and forecasting the yield curve, which effectively utilizes the smoothness assumption and conveniently addresses the missing-data issue.Originality/valueTo the best knowledge, the authors are the first to use FPCA in the modeling and forecasting of yield curves.

This study examines the optimal selections of bandwidth and semi-metric for a functional partial linear model. Our proposed method begins by estimating the unknown error density using a kernel density estimator of residuals, where the regression function, consisting of parametric and nonparametric components, can be estimated by functional principal component and functional Nadayara-Watson estimators. The estimation accuracy of the regression function and error density crucially depends on the optimal estimations of bandwidth and semi-metric. A Bayesian method is utilized to simultaneously estimate the bandwidths in the regression function and kernel error density by minimizing the Kullback-Leibler divergence. For estimating the regression function and error density, a series of simulation studies demonstrate that the functional partial linear model gives improved estimation and forecast accuracies compared with the functional principal component regression and functional nonparametric regression. Using a spectroscopy dataset, the functional partial linear model yields better forecast accuracy than some commonly used functional regression models. As a by-product of the Bayesian method, a pointwise prediction interval can be obtained, and marginal likelihood can be used to select the optimal semi-metric.

Bootstrap in functional linear regression

Sparse wavelet regression with multiple predictive curves