fdadensity (Q103634)
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Functional Data Analysis for Density Functions by Transformation to a Hilbert Space
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| default for all languages | No label defined |
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| English | fdadensity |
Functional Data Analysis for Density Functions by Transformation to a Hilbert Space |
Statements
29 March 2025
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P. Z. Hadjipantelis
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H.G. Mueller
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An implementation of the methodology described in Petersen and Mueller (2016) <doi:10.1214/15-AOS1363> for the functional data analysis of samples of density functions. Densities are first transformed to their corresponding log quantile densities, followed by ordinary Functional Principal Components Analysis (FPCA). Transformation modes of variation yield improved interpretation of the variability in the data as compared to FPCA on the densities themselves. The standard fraction of variance explained (FVE) criterion commonly used for functional data is adapted to the transformation setting, also allowing for an alternative quantification of variability for density data through the Wasserstein metric of optimal transport.
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