Description
Functional Data Analysis for Density Functions by Transformation to a Hilbert Space.
Description
An implementation of the methodology described in Petersen and Mueller (2016) <doi:10.1214/15-AOS1363> 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.
README.md
tDENS
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 devtools with load_all() to load the file. It should automatically compile the functions needed and get you going at no time (ie. devtools::load_all('folder_you_cloned_all_this_stuff'))
But I just want to install it...
You can install the package in R using:
devtools::install_github("functionaldata/tDENS")
Once installed you can load the package with:
library(fdadensity)
Who do I talk to if I want somethig fixed/changed/added?
You can message Pantelis.