% ============ % Description: % ============ % % % This is the main function for repeated functional data modeling. % % % ====== % Usage: % ====== % % Input: % design: 0 regular dense design % 1 irregular or sparse design % Xmat: the data array n*tn*m for design =0, set it to [] for design = 1; % y: 1*n cell, y{i} values corresponding to t{i} for design =1, set to [] for design =0; % t: 1*n cell, t{i} is a 2*ni matrix, contains all pairs (s,t) for subject % i, set to [] for design =0; % out1: the grid for s, length(out1) = m, for design =0; % for design =1, out1 = unique(tt(1,:)), tt = cell2mat(t); % out2: the grid for t, length(out2) = tn for design =0; % for design =0, out2 = unique(tt(2,:)), tt= cell2mat(t); % ngrid: the number of grids for t, when estimating xcov. % mu: length(out2)*length(out1) matrix, the user provided mean surface. % If it is [], then empirical esitmator will be used for design =0, and % smoothing estimator for design =1; % xcov: ngrid*ngrid*length(out1), the user provided covaraince surfaces. % If it is [], then empirical estimator will be used for design =0, % and smoothing estimator for design =1; % K: the user provided number of components for the first step FPCA % FVE_threshold: for choosing the number of components, if K is not provided % param_xi: the parameters for the second FPCA % bwphi: the bandwidth for the addtional smoothing for phi(t|s), in the case that empirical cov is used. % If no addtional smoothing is wanted, set it to []. % bwmu: the bandwidth for smoothing mu; set to [] if not needed. % bwxcov: the bandwith for smoothing xcov; set to [] if not needed. % Output: % K: the number of FPC components chosen for the first step FPCA % pk: the number of FPC components chosen for the second step FPCA based on % the working process $\xi_k(s)$. % P: the max of pk. % FVEk: the FVE explained. % out1: the grid for s. % out2: the grid for t. % mu: the estimated mean function of X(t,s) % xcov: the estimated covariance function, cov(X(t1,s), X(t2,s)) % xi_all(n, m, K): the FPC scores from the first step FPCA, used as working % processes for the second step FPCA. % xi_pred: the predicted values of xi_all, after fitting the second step FPCA. % phi_all: the eigen functions from the first step FPCA, % phi_all(.,s, k) is the eigen functions % lambda_all: the eigen values from the first step FPCA, % lambda_all(s,k) is the kth eigen value from FPCA of $X_i(., s)$. % zeta(n, P,K): the eigen value from the second step FPCA, % psi_all(m, P,K): the eigenfunctions from the second step FPCA % predysurface: the predicted X_i(t,s). % Reference: Chen K and Mueller HG (2012) Modeling repeated functional % observatsion.