Fit Yhat

S3 method for class 'fqpca_object'. Given an fqpca_object model, estimates Yhat for different pve values.

Usage

# S3 method for class 'fqpca_object'
fitted(object, pve = 0.95, ...)

Arguments

object

An object output of the fqpca function.

pve

Percentage of explained variability (between 0 and 1) used to select the number of components in Yhat estimation. Set to NULL to use all components.

...

further arguments passed to or from other methods.

Value

The matrix of fitted values.

Examples

n.obs = 150
n.time = 144

# Generate scores
c1.vals = rnorm(n.obs)
c2.vals = rnorm(n.obs)

# Generate pc's
pc1 = sin(seq(0, 2*pi, length.out = n.time))
pc2 = cos(seq(0, 2*pi, length.out = n.time))

# Generate data
Y <- c1.vals * matrix(pc1, nrow = n.obs, ncol=n.time, byrow = TRUE) +
c2.vals * matrix(pc2, nrow = n.obs, ncol=n.time, byrow = TRUE)

# Add noise
Y <- Y + matrix(rnorm(n.obs * n.time, 0, 0.4), nrow = n.obs)

# Add missing observations
Y[sample(n.obs*n.time, as.integer(0.2*n.obs*n.time))] <- NA

results <- fqpca(data = Y, npc = 2, quantile.value = 0.5, seed=1)

Yhat <- fitted(object = results, pve=0.99)