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Boosting Functional Regression Models with FDboost

delete2020-01-01
delete19
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OA
AI
S
Sarah Brockhaus *
D
David Rügamer
S
Sonja Greven
DOI:10.18637/jss.v094.i10delete
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摘要

摘要

En 中文
The R add-on package FDboost is a flexible toolbox for the estimation of functional regression models by model-based boosting. It provides the possibility to fit regression models for scalar and functional response with effects of scalar as well as functional covariates, i.e., scalar-on-function, function-on-scalar and function-on-function regression models. In addition to mean regression, quantile regression models as well as generalized additive models for location scale and shape can be fitted with FDboost. Furthermore, boosting can be used in high-dimensional data settings with more covariates than observations. We provide a hands-on tutorial on model fitting and tuning, including the visualization of results. The methods for scalar-on-function regression are illustrated with spectrometric data of fossil fuels and those for functional response regression with a data set including bioelectrical signals for emotional episodes.
Keyword:
functional data analysis
function-on-function regression
function-on-scalar regression
gradient boosting
model-based boosting
scalar-on-function regression

期刊

Journal of Statistical Software 封面图
Journal of Statistical Software
IF:
8.1
论文数:
622
被引数:
4.6W

机构

U
University of Munich
学者数:
5.7W
论文数: 4.2W
被引数: 68
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