https://github.com/cran/fda
Raw File
Tip revision: 94c6ce860922b18293ed95dbc4b4260534bf5cc9 authored by J. O. Ramsay on 18 August 2008, 00:00:00 UTC
version 2.0.0
Tip revision: 94c6ce8
Lfd.Rd
\name{Lfd}
\alias{Lfd}
\title{
  Define a Linear Differential Operator Object
}
\description{
  A linear differential operator of order $m$ is defined,
  usually to specify a roughness penalty.
}
\usage{
Lfd(nderiv=0, bwtlist=vector("list", 0))
}
\arguments{
  \item{nderiv}{
    a nonnegative integer specifying the order $m$ of the
    highest order derivative in the operator
  }
  \item{bwtlist}{
    a list of length $m$.  Each member contains a
    functional data object that acts as a weight function for a
    derivative.  The first member weights the function, the
    second the first derivative, and so on up to order $m-1$.
  }
}
\value{
  a linear differential operator object
}
\details{
 To check that an object is of this class, use functions
 \code{is.Lfd} or \code{int2Lfd}.

 Linear differential operator objects are often used to
 define roughness penalties for smoothing towards a
 "hypersmooth" function that is annihilated by the operator.
 For example, the harmonic acceleration operator used in the
 analysis of the Canadian daily weather data annihilates linear
 combinations of $1, sin(2 pi t/365)$ and $cos(2 pi t/365)$,
 and the larger the smoothing parameter, the closer the smooth
 function will be to a function of this shape.

 Function \code{pda.fd} estimates a linear differential
 operator object that comes as close as possible to annihilating
 a functional data object.

 A linear differential operator of order $m$ is a
 linear combination of the derivatives of a functional
 data object up to order $m$.  The derivatives of
 orders 0, 1, ..., $m-1$ can each be multiplied
 by a weight function $b(t)$ that may or may not vary with
 argument $t$.

 If the notation $D^j$ is taken to
 mean "take the derivative of order $j$", then a linear
 differental operator $L$ applied to function $x$
 has the expression

 $Lx(t) = b_0(t) x(t) + b_1(t)Dx(t) + ... + b_\{m-1\}(t) D^\{m-1\} x(t)
 + D^mx(t)$
}
\seealso{
\code{\link{int2Lfd}}, 
\code{\link{vec2Lfd}}, 
\code{\link{fdPar}}, 
\code{\link{pda.fd}}
}
\examples{
#  Set up the harmonic acceleration operator
dayrange  <- c(0,365)
Lbasis  <- create.constant.basis(dayrange)
Lcoef   <- matrix(c(0,(2*pi/365)^2,0),1,3)
bfdobj  <- fd(Lcoef,Lbasis)
bwtlist <- fd2list(bfdobj)
harmaccelLfd <- Lfd(3, bwtlist)
}
% docclass is function
\keyword{smooth}
back to top