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1 | 1 | \name{NEWS}
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2 | 2 | \alias{NEWS}
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3 |
| -\title{ |
4 |
| -Recent changes to the fda package |
5 |
| -} |
| 3 | +\title{Recent changes to the fda package} |
6 | 4 | \description{
|
7 |
| - Changes in version fda_5.5.0 2021-10-28: |
8 |
| - |
9 |
| - Many data smoothing situations require that the smooth |
10 |
| - curves satisfy some constraints. |
11 |
| - |
12 |
| - Take function \code{smooth.monotone.R} for example. Its curves are either strictly increasing or strictly decreasing, even though the data are not. This is the case in modelling human growth, where we can reasonably assume that daily or monthly measurements will reflect a trend that increases everywhere. |
13 |
| - |
14 |
| - Function \code{smooth.morph.R}, which plays an important role in curve registration, adds the additional constraint that the domain limits mapped exactly into the range limits. |
| 5 | + \itemize{ |
| 6 | + \item{Changes in version fda_6.0.3 2022-05-02:}{ |
| 7 | + \itemize{ |
| 8 | + \item{Landmark registration:}{Landmark registration using function |
| 9 | + \code{landmarkreg} can no longer be done by using |
| 10 | + function \code{smooth.basis} instead of function \code{smooth.morph}. The |
| 11 | + warping function must be strictly monotonic, and we have found that using |
| 12 | + \code{smooth.basis} too often violates this monotonicity constraint. Function |
| 13 | + \code{smooth.morph} ensures monotonicity and in most applications takes negligible |
| 14 | + computer time to do so. |
| 15 | + } |
| 16 | + \item{PACE in fda:}{ |
| 17 | + Function \code{pcaPACE} arries out a functional PCA with regularization from the |
| 18 | + estimate of the covariance surface. |
| 19 | + |
| 20 | + Function \code{scoresPACE} estimates functional Principal Component |
| 21 | + scores through Conditional Expectation (PACE). |
| 22 | + } |
| 23 | + \item{Further changes to \code{smooth.morph} and \code{landmarkreg:}}{ |
| 24 | + \code{Smooth.morph} estimates a warping function when the target of the fit by |
| 25 | + registration is a functional data object. This function has been extended |
| 26 | + to work when the target for the fit and the fitted functions have different |
| 27 | + ranges or domains. The warping also maps each boundary into its target |
| 28 | + boundary. Simiarly \code{landmarkreg} uses a small number of discrete |
| 29 | + values to define the warping, and how has an extra argument, \code{x0lim}, |
| 30 | + that defines the range of the target domain. Since it defaults to the |
| 31 | + range of the warped domain, it continues to work if not used and the |
| 32 | + domains have the same range. |
| 33 | + } |
| 34 | + \item{Surprisal smoothing:}{This function works with multinomial data that |
| 35 | + evolve over a continuum, such as the value of a latent variable in |
| 36 | + psychometrics. A multinomial observation consists of a set of |
| 37 | + probabilities that are in the open interval (0,1) and sum to one. |
| 38 | + The surprisal value S(P_m) corresponding to a probabity P_m is |
| 39 | + -log_M(P_m), where M is the number of probabities and is the base of |
| 40 | + the logarithm. The inverse function is P(S_m) = M^(-S_m). |
| 41 | + |
| 42 | + Surprisal is also known as "self-information" in the field of information |
| 43 | + theory. It has the characteristics of a true metric: Surprisals can be |
| 44 | + added, multiplied by positive numbers, and the difference between two |
| 45 | + surprisal values mean the same thing everywhere along the information. |
| 46 | + continuum. The unit of the metric is called the "M-bit", the |
| 47 | + generalization of the familiar "bit" or "2-bit" for binary data. |
| 48 | + The metric property is not possessed by so-called latent |
| 49 | + variables because they can be arbitrarily monotonically transformed. |
| 50 | + |
| 51 | + Smoothing surprisal data is much easier and faster than smoothing |
| 52 | + probabilities since surprisal values are only constrained to be |
| 53 | + non-negative and are otherwise unbounded. |
| 54 | + |
| 55 | + The function \code{smooth.surp} estimates smooth curves which fit a set of |
| 56 | + surprisal values and which also satisfy the constraint that their |
| 57 | + probability versions sum to one. |
| 58 | + } |
| 59 | + \item{Improvements in iterative optimisation:}{ |
| 60 | + Many functions in the fda package optimize a fitting criterion |
| 61 | + iteratively. Function \code{smooth.monotone} is an example. |
| 62 | + The optimisation algorithm used was a rather early design, |
| 63 | + and many improvements have since been made. In most of our |
| 64 | + optimisations, we have switched to the algorithm to be found |
| 65 | + in Press, Teukolsky, Vetterling and Flannery Numerical Recipes |
| 66 | + volumes. We have noticed a bit improvement in speed, are in |
| 67 | + the process of upgrading all of our optimisers using this |
| 68 | + approach. |
| 69 | + } |
| 70 | + } |
| 71 | + } |
| 72 | + \item{Changes in version fda_5.5.0 2021-10-28:}{ |
| 73 | + \itemize{ |
| 74 | + \item{Smooth and constrained curves:}{ |
| 75 | + Many data smoothing situations require that the smooth curves satisfy some constraints. |
15 | 76 |
|
16 |
| - In this version two new constrained curves are introduced. Nonsingular multinomial probability vectors contain nonzero probabilities that sum to zero. A simple transformation of these probabilities, $S = -log(P)$, converts probabilities into what is often called surprisal. Surprisal is a measure of information where the unit of measurement is the M-bit, where $M$ is the length of the multinomial vector. Information measured in this way can be added and subtracted, and fixed differences mean the same thing anywhere along the surprisal continuum, which is positive with an origin at 0. Probability 1 corresponds to surprisal 0, and a very small probability produces a very large positive surprisal. Probabilities 0.05 and 0.01 correspond to 2-bit surprisals 4.3 and 6.1, respectively. |
| 77 | + Take function \code{smooth.monotone.R} for example. Its curves are either strictly |
| 78 | + increasing or strictly decreasing, even though the data are not. This is the case in |
| 79 | + modelling human growth, where we can reasonably assume that daily or monthly measurements |
| 80 | + will reflect a trend that increases everywhere. |
17 | 81 |
|
18 |
| - Probability curves result if the probabilities change with over continuous scale, often called a latent variable in statistics. The corresponding surprisal curves satisfy the constraint at any index value $log(sum(M^S)) = 0.$ The unbounded nature of surprisal curves plus their metric property render them much easier to work with computationally, as well having the metric property. |
| 82 | + Function \code{smooth.morph.R}, which plays an important role in curve registration, |
| 83 | + adds the additional constraint that the domain limits are mapped exactly into the range |
| 84 | + limits. |
19 | 85 |
|
20 |
| - Functions smooth.surp.R and error sum of squares fit function surp.fit.R are added in this version in order to support a package \code{TestGardener} that analyzes choice or psychometric data. |
| 86 | + In this version two new constrained curves are introduced. Nonsingular multinomial |
| 87 | + probability vectors contain nonzero probabilities that sum to zero. A simple |
| 88 | + transformation of these probabilities, $S = -log(P)$, converts probabilities into what |
| 89 | + is often called surprisal. Surprisal is a measure of information where the unit of |
| 90 | + measurement is the M-bit, where $M$ is the length of the multinomial vector. |
| 91 | + Information measured in this way can be added and subtracted, and fixed differences |
| 92 | + mean the same thing anywhere along the surprisal continuum, which is positive with |
| 93 | + an origin at 0. Probability 1 corresponds to surprisal 0, and a very small |
| 94 | + probability produces a very large positive surprisal. Probabilities 0.05 and 0.01 |
| 95 | + correspond to 2-bit surprisals 4.3 and 6.1, respectively. |
21 | 96 |
|
22 |
| - Function \code{smooth.morph.R} is also now extended by function \code{smooth.morph2.R} in order to map the limits of a domain into different limits for the range. |
| 97 | + Probability curves result if the probabilities change with over continuous scale, |
| 98 | + often called a latent variable in statistics. The corresponding surprisal curves |
| 99 | + satisfy the constraint at any index value $log(sum(M^-S)) = 0.$ The unbounded nature |
| 100 | + of surprisal curves plus their metric property render them much easier to work with |
| 101 | + computationally, as well having the metric property. |
23 | 102 |
|
| 103 | + Functions smooth.surp.R and error sum of squares fit function surp.fit.R are added |
| 104 | + in this version in order to support a package \code{TestGardener} that analyzes |
| 105 | + choice or psychometric data. |
| 106 | + } |
| 107 | + } |
| 108 | + } |
| 109 | + } |
24 | 110 | }
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