Principal differential analysis (PDA) estimates a system of n
linear differential equations that define functions that fit the data
and their derivatives. There is an equation in the system for each
variable.
Each equation has on its right side the highest order derivative that
is used, and the order of this derivative, m_j, j=1,...,n can
vary over equations.
On the left side of equation is a linear combination of all
the variables and all the derivatives of these variables up to order
one less than the order m_j of the highest derivative.
In addition, the right side may contain linear combinations of forcing
functions as well, with the number of forcing functions varying over
equations.
The linear combinations are defined by weighting functions multiplying
each variable, derivative, and forcing function in the equation.
These weighting functions may be constant or vary over time. They are
each represented by a functional parameter object, specifying a basis
for an expansion of a coefficient, a linear differential operator for
smoothing purposes, a smoothing parameter value, and a logical
variable indicating whether the function is to be estimated, or kept
fixed.
a list whose members are functional data objects representing each
variable in the system of differential equations. Each of these
objects contain one or more curves to be represented by the
corresponding differential equation. The length of the list is
equal to the number of differential equations. The number N of
replications must be the same for each member functional data
object.
bwtlist
this argument contains the weight coefficients that multiply, in the
right side of each equation, all the variables in the system, and
all their derivatives, where the derivatives are used up to one less
than the order of the variable. This argument has, in general, a
three-level structure, defined by a three-level hierarchy of list
objects.
At the top level, the argument is a single list of length equal to
the number of variables. Each component of this list is itself a
list
At the second level, each component of the top level list is itself
a list, also of length equal to the number of variables.
At the third and bottom level, each component of a second level list
is a list of length equal to the number of orders of derivatives
appearing on the right side of the equation, including the variable
itself, a derivative of order 0. If m indicates the order of the
equation, that is the order of the derivative on the left side, then
this list is length m.
The components in the third level lists are functional parameter
objects defining estimates for weight functions. For a first order
equation, for example, m = 1 and the single component in each
list contains a weight function for the variable. Since each
equation has a term involving each variable in the system, a system
of first order equations will have n^2 at the third level of
this structure.
There MUST be a component for each weight function, even if the
corresponding term does not appear in the equation. In the case of
a missing term, the corresponding component can be NULL, and
it will be treated as a coefficient fixed at 0.
However, in the case of a single differential equation,
bwtlist can be given a simpler structure, since in this case
only m coefficients are required. Therefore, for a single
equation, bwtlist can be a list of length m with each
component containing a functional parameter object for the
corresponding derivative.
awtlist
a two-level list containing weight functions for forcing functions.
In addition to terms in each of the equations involving terms
corresponding to each derivative of each variable in the system,
each equation can also have a contribution from one or more
exogenous variables, often called forcing functions.
This argument defines the weights multiplying these forcing
functions, and is a list of length n, the number of
variables. Each component of this is is in turn a list, each
component of which contains a functional parameter object defining a
weight function for a forcing function. If there are no forcing
functions for an equation, this list can be NULL. If none of
the equations involve forcing functions, awtlist can be
NULL, which is its default value if it is not in the argument
list.
ufdlist
a two-level list containing forcing functions. This list structure
is identical to that for awtlist, the only difference being
that the components in the second level contain functional data
objects for the forcing functions, rather than functional parameter
objects.
nfine
a number of values for a fine mesh. The estimation of the
differential equation involves discrete numerical quadrature
estimates of integrals, and these require that functions be
evaluated at a fine mesh of values of the argument. This argument
defines the number to use. The default value of 501 is reset to
five times the largest number of basis functions used to represent
any variable in the system, if this number is larger.
returnMatrix
logical: If TRUE, a two-dimensional is returned using a
special class from the Matrix package.
Value
an object of class pda.fd, being a list with the following
components:
bwtlist
a list array of the same dimensions as the corresponding argument,
containing the estimated or fixed weight functions defining the
system of linear differential equations.
resfdlist
a list of length equal to the number of variables or equations.
Each members is a functional data object giving the residual
functions or forcing functions defined as the left side of the
equation (the derivative of order m of a variable) minus the linear
fit on the right side. The number of replicates for each residual
functional data object is the same as that for the variables.
awtlist
a list of the same dimensions as the corresponding argument. Each
member is an estimated or fixed weighting function for a forcing
function.
See Also
pca.fd,
cca.fd
Examples
#See analyses of daily weather data for examples.
##
## set up objects for examples
##
# constant basis for estimating weight functions
cbasis = create.constant.basis(c(0,1))
# monomial basis: {1,t} for estimating weight functions
mbasis = create.monomial.basis(c(0,1),2)
# quartic spline basis with 54 basis functions for
# defining functions to be analyzed
xbasis = create.bspline.basis(c(0,1),24,5)
# set up functional parameter objects for weight bases
cfd0 = fd(0,cbasis)
cfdPar = fdPar(cfd0)
mfd0 = fd(matrix(0,2,1),mbasis)
mfdPar = fdPar(mfd0)
# sampling points over [0,1]
tvec = seq(0,1,len=101)
##
## Example 1: a single first order constant coefficient unforced equation
## Dx = -4*x for x(t) = exp(-4t)
beta = 4
xvec = exp(-beta*tvec)
xfd = smooth.basis(tvec, xvec, xbasis)$fd
xfdlist = list(xfd)
bwtlist = list(cfdPar)
# perform the principal differential analysis
result = pda.fd(xfdlist, bwtlist)
# display weight coefficient for variable
bwtlistout = result$bwtlist
bwtfd = bwtlistout[[1]]$fd
par(mfrow=c(1,1))
plot(bwtfd)
title("Weight coefficient for variable")
print(round(bwtfd$coefs,3))
# display residual functions
reslist = result$resfdlist
plot(reslist[[1]])
title("Residual function")
##
## Example 2: a single first order varying coefficient unforced equation
## Dx(t) = -t*x(t) or x(t) = exp(-t^2/2)
bvec = tvec
xvec = exp(-tvec^2/2)
xfd = smooth.basis(tvec, xvec, xbasis)$fd
xfdlist = list(xfd)
bwtlist = list(mfdPar)
# perform the principal differential analysis
result = pda.fd(xfdlist, bwtlist)
# display weight coefficient for variable
bwtlistout = result$bwtlist
bwtfd = bwtlistout[[1]]$fd
par(mfrow=c(1,1))
plot(bwtfd)
title("Weight coefficient for variable")
print(round(bwtfd$coefs,3))
# display residual function
reslist = result$resfdlist
plot(reslist[[1]])
title("Residual function")
##
## Example 3: a single second order constant coefficient unforced equation
## Dx(t) = -(2*pi)^2*x(t) or x(t) = sin(2*pi*t)
##
xvec = sin(2*pi*tvec)
xfd = smooth.basis(tvec, xvec, xbasis)$fd
xfdlist = list(xfd)
bwtlist = list(cfdPar,cfdPar)
# perform the principal differential analysis
result = pda.fd(xfdlist, bwtlist)
# display weight coefficients
bwtlistout = result$bwtlist
bwtfd1 = bwtlistout[[1]]$fd
bwtfd2 = bwtlistout[[2]]$fd
par(mfrow=c(2,1))
plot(bwtfd1)
title("Weight coefficient for variable")
plot(bwtfd2)
title("Weight coefficient for derivative of variable")
print(round(c(bwtfd1$coefs, bwtfd2$coefs),3))
print(bwtfd2$coefs)
# display residual function
reslist = result$resfdlist
par(mfrow=c(1,1))
plot(reslist[[1]])
title("Residual function")
##
## Example 4: two first order constant coefficient unforced equations
## Dx1(t) = x2(t) and Dx2(t) = -x1(t)
## equivalent to x1(t) = sin(2*pi*t)
##
xvec1 = sin(2*pi*tvec)
xvec2 = 2*pi*cos(2*pi*tvec)
xfd1 = smooth.basis(tvec, xvec1, xbasis)$fd
xfd2 = smooth.basis(tvec, xvec2, xbasis)$fd
xfdlist = list(xfd1,xfd2)
bwtlist = list(
list(
list(cfdPar),
list(cfdPar)
),
list(
list(cfdPar),
list(cfdPar)
)
)
# perform the principal differential analysis
result = pda.fd(xfdlist, bwtlist)
# display weight coefficients
bwtlistout = result$bwtlist
bwtfd11 = bwtlistout[[1]][[1]][[1]]$fd
bwtfd21 = bwtlistout[[2]][[1]][[1]]$fd
bwtfd12 = bwtlistout[[1]][[2]][[1]]$fd
bwtfd22 = bwtlistout[[2]][[2]][[1]]$fd
par(mfrow=c(2,2))
plot(bwtfd11)
title("Weight for variable 1 in equation 1")
plot(bwtfd21)
title("Weight for variable 2 in equation 1")
plot(bwtfd12)
title("Weight for variable 1 in equation 2")
plot(bwtfd22)
title("Weight for variable 2 in equation 2")
print(round(bwtfd11$coefs,3))
print(round(bwtfd21$coefs,3))
print(round(bwtfd12$coefs,3))
print(round(bwtfd22$coefs,3))
# display residual functions
reslist = result$resfdlist
par(mfrow=c(2,1))
plot(reslist[[1]])
title("Residual function for variable 1")
plot(reslist[[2]])
title("Residual function for variable 2")
##
## Example 5: a single first order constant coefficient equation
## Dx = -4*x for x(t) = exp(-4t) forced by u(t) = 2
##
beta = 4
alpha = 2
xvec0 = exp(-beta*tvec)
intv = (exp(beta*tvec) - 1)/beta
xvec = xvec0*(1 + alpha*intv)
xfd = smooth.basis(tvec, xvec, xbasis)$fd
xfdlist = list(xfd)
bwtlist = list(cfdPar)
awtlist = list(cfdPar)
ufdlist = list(fd(1,cbasis))
# perform the principal differential analysis
result = pda.fd(xfdlist, bwtlist, awtlist, ufdlist)
# display weight coefficients
bwtlistout = result$bwtlist
bwtfd = bwtlistout[[1]]$fd
awtlistout = result$awtlist
awtfd = awtlistout[[1]]$fd
par(mfrow=c(2,1))
plot(bwtfd)
title("Weight for variable")
plot(awtfd)
title("Weight for forcing function")
# display residual function
reslist = result$resfdlist
par(mfrow=c(1,1))
plot(reslist[[1]], ylab="residual")
title("Residual function")
##
## Example 6: two first order constant coefficient equations
## Dx = -4*x for x(t) = exp(-4t) forced by u(t) = 2
## Dx = -4*t*x for x(t) = exp(-4t^2/2) forced by u(t) = -1
##
beta = 4
xvec10 = exp(-beta*tvec)
alpha1 = 2
alpha2 = -1
xvec1 = xvec0 + alpha1*(1-xvec10)/beta
xvec20 = exp(-beta*tvec^2/2)
vvec = exp(beta*tvec^2/2);
intv = 0.01*(cumsum(vvec) - 0.5*vvec)
xvec2 = xvec20*(1 + alpha2*intv)
xfd1 = smooth.basis(tvec, xvec1, xbasis)$fd
xfd2 = smooth.basis(tvec, xvec2, xbasis)$fd
xfdlist = list(xfd1, xfd2)
bwtlist = list(
list(
list(cfdPar),
list(cfdPar)
),
list(
list(cfdPar),
list(mfdPar)
)
)
awtlist = list(list(cfdPar), list(cfdPar))
ufdlist = list(list(fd(1,cbasis)), list(fd(1,cbasis)))
# perform the principal differential analysis
result = pda.fd(xfdlist, bwtlist, awtlist, ufdlist)
# display weight functions for variables
bwtlistout = result$bwtlist
bwtfd11 = bwtlistout[[1]][[1]][[1]]$fd
bwtfd21 = bwtlistout[[2]][[1]][[1]]$fd
bwtfd12 = bwtlistout[[1]][[2]][[1]]$fd
bwtfd22 = bwtlistout[[2]][[2]][[1]]$fd
par(mfrow=c(2,2))
plot(bwtfd11)
title("weight on variable 1 in equation 1")
plot(bwtfd21)
title("weight on variable 2 in equation 1")
plot(bwtfd12)
title("weight on variable 1 in equation 2")
plot(bwtfd22)
title("weight on variable 2 in equation 2")
print(round(bwtfd11$coefs,3))
print(round(bwtfd21$coefs,3))
print(round(bwtfd12$coefs,3))
print(round(bwtfd22$coefs,3))
# display weight functions for forcing functions
awtlistout = result$awtlist
awtfd1 = awtlistout[[1]][[1]]$fd
awtfd2 = awtlistout[[2]][[1]]$fd
par(mfrow=c(2,1))
plot(awtfd1)
title("weight on forcing function in equation 1")
plot(awtfd2)
title("weight on forcing function in equation 2")
# display residual functions
reslist = result$resfdlist
par(mfrow=c(2,1))
plot(reslist[[1]])
title("residual function for equation 1")
plot(reslist[[2]])
title("residual function for equation 2")