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Functions for functional regression models. Functional Principal Component Regression

Usage

fregre.pc(fdataobj, y, ncomp = NULL, ...)

Arguments

fdataobj

An object of class 'fdata' (functional covariate).

y

Response vector.

ncomp

Number of principal components to use.

...

Additional arguments.

Value

A fitted regression object of class 'fregre.fd' with components:

coefficients

Beta coefficient function values

intercept

Intercept term

fitted.values

Fitted values

residuals

Residuals

ncomp

Number of components used

mean.X

Mean of functional covariate (for prediction)

mean.y

Mean of response (for prediction)

rotation

PC loadings (for prediction)

l

Indices of selected components

lm

Underlying linear model

sr2

Residual variance

fdataobj

Original functional data

y

Response vector

call

The function call

Details

Fits a functional linear model using principal component regression.