Abstract #302286

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JSM 2003 Abstract #302286
Activity Number: 446
Type: Contributed
Date/Time: Thursday, August 7, 2003 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistical Computing
Abstract - #302286
Title: An S-PLUS Library for Functional Data Analysis
Author(s): Douglas B. Clarkson*+
Companies: Insighful Corporation
Address: 1700 Westlake Ave. North, Renton, WA, 98109,
Keywords: B-spline ; derivatives ; differential analysis ; basis functions ; smoothing ; penalty functions
Abstract:

We are concerned with situations in which the data are best thought of as functions--pressure exerted while writing a given letter sequence as a function of time, white blood cell count in a leukemia patient, again as a function of time, the vertical position of a bone segment as a function of distance from some origin, etc. Although measurements for such data are usually taken at discrete points, conceptually continuous measurements could be taken. Providing that the signal-to-noise ratio or the number of observations is large, it is often acceptable to fit the observed data with a function, and perform the remaining analysis using a sample of fitted functions in a functional data analysis. Here we describe an S-PLUS library for the exploratory analysis of functional data. This library, derived from the work of Ramsay and Silverman, 1997, includes several innovative features: methods for functional linear and generalized linear models, functional principal components and canonical correlations, user defined basis functions, and composite bases, to name a few. We illustrate this library with a few analyses, give a few limitations, and describe future enhancements.


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