Selects number of functional principal components for given FPCA output and selection criteria
Selects number of functional principal components for given FPCA output and selection criteria
SelectK(fpcaObj, criterion = "FVE", FVEthreshold = 0.95, Ly = NULL, Lt = NULL)
fpcaObj |
A list containing FPCA related objects returned by MakeFPCAResults(). |
criterion |
A string or positive integer specifying selection criterion for the number of functional principal components. Available options: 'FVE', 'AIC', 'BIC', or the specified number of components - default: 'FVE' For explanations of these criteria, see Yao et al (2005, JASA) |
FVEthreshold |
A threshold fraction to be specified by the user when using "FVE" as selection criterion: (0,1] - default: NULL |
Ly |
A list of n vectors containing the observed values for each individual - default: NULL |
Lt |
A list of n vectors containing the observation time points for each individual corresponding to Ly - default: NULL |
A list including the following two fields:
K |
An integer indicating the selected number of components based on given criterion. |
criterion |
The calculated criterion value for the selected number of components, i.e. FVE, AIC or BIC value, NULL for fixedK criterion. |
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