Expand description
Concurrent (varying-coefficient) functional regression.
Models the relationship:
y_i(t) = β₀(t) + Σₖ βₖ(t)·xₖᵢ(t) + εᵢ(t)
where all functional curves share the same dense grid of m evaluation
points. Estimation follows the fdaconcur ptFCReg → smPtFCRegCoef
two-step convention:
- Pointwise OLS at each grid column
j— build a design matrix[1 | x₁[:,j] | … | xₚ[:,j]]and solve the normal equations to obtain raw coefficient estimatesraw_β₀[j]andraw_βₖ[j]for each predictor. - Local-linear kernel smoothing of each raw discrete coefficient
sequence over
jviacrate::smoothing::local_linear. Thebandwidthparameter is the sole roughness knob: larger bandwidth → smoother β(t).
Boundary behaviour: the smoother is not edge-corrected; the first and last few grid points exhibit higher bias. Tests check only interior indices.
Structs§
- Concurrent
Regr Result - Result of concurrent (varying-coefficient) functional regression.
Functions§
- concurrent_
regression - Concurrent (varying-coefficient) functional regression.