pub fn peer(
data: &FdMatrix,
y: &[f64],
argvals: &[f64],
config: &PeerConfig,
) -> Result<PeerResult, FdarError>Expand description
Fit the PEER scalar-on-function regression model.
Estimates the coefficient function β(t) on the argvals grid by solving
the penalized normal equations (W_c'W_c + λQ)β = W_c'y_c, where
W_c[i,j] = (data[(i,j)] · w[j]) − column_mean and w are Simpson’s
integration weights.
§Arguments
data— n×m functional predictor matrix (rows = observations, columns = evaluation points; column-majorFdMatrix).y— scalar response vector, length n.argvals— evaluation grid, length m (must equaldata.ncols()).config— penalty family and λ selection.
§Errors
Returns FdarError::InvalidDimension when dimensions are inconsistent
or a Decree Q has wrong size, FdarError::InvalidParameter for
unsupported Difference orders, and FdarError::ComputationFailed
when the penalized system is numerically singular.