2021
DOI: 10.48550/arxiv.2102.00249
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Gaussian Process for Functional Data Analysis: The GPFDA Package for R

Abstract: We present and describe the GPFDA package for R. The package provides flexible functionalities for dealing with Gaussian process regression (GPR) models for functional data. Multivariate functional data, functional data with multidimensional inputs, and nonseparable and/or nonstationary covariance structures can be modeled. In addition, the package fits functional regression models where the mean function depends on scalar and/or functional covariates and the covariance structure is modeled by a GPR model. In … Show more

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(1 citation statement)
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“…Generally, function-to-function regression refers to a situation where both independent and dependent variables in a regression model are of a functional nature. Functional concurrent regression is a specific type of function-to-function regression that relates the response function at a specific point to the covariate value at that point and the point itself [24,[37][38][39][40][41][42][43][44][45][46][47]. Standard functional concurrent models are linear (a linear combination of the covariates is used), and are often criticized for their linearity assumption and lack of flexibility.…”
Section: Nonparametric Functional Concurrent Regression Modelmentioning
confidence: 99%
“…Generally, function-to-function regression refers to a situation where both independent and dependent variables in a regression model are of a functional nature. Functional concurrent regression is a specific type of function-to-function regression that relates the response function at a specific point to the covariate value at that point and the point itself [24,[37][38][39][40][41][42][43][44][45][46][47]. Standard functional concurrent models are linear (a linear combination of the covariates is used), and are often criticized for their linearity assumption and lack of flexibility.…”
Section: Nonparametric Functional Concurrent Regression Modelmentioning
confidence: 99%