Details

Autor(en) / Beteiligte

• Brockhaus, Sarah
• Rügamer, David
• Greven, Sonja

Titel

Boosting Functional Regression Models with FDboost

Ist Teil von

• Journal of statistical software, 2020, Vol.94 (10), p.1-50

Ort / Verlag

Foundation for Open Access Statistics

Erscheinungsjahr

2020

Link zum Volltext

Quelle

EZB Electronic Journals Library

Beschreibungen/Notizen

• 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.