Structured Additive Regression Models for Functional Data
F. Scheipl
Researchers are increasingly interested in regression models for
functional data to relate functional observations to other variables
of interest. We will discuss a comprehensive framework for additive
(mixed) models for functional responses and/or functional
covariates. The guiding principle is to reframe functional
regression in terms of corresponding models for scalar data,
allowing the adaptation of a large body of existing methods for
these novel tasks. The framework encompasses many existing as
well as new models. It includes regression for ``generalized''
functional data, mean regression, quantile regression as well
as generalized additive models for location, shape and scale
(GAMLSS) for functional data. It admits many flexible linear, smooth
or interaction terms of scalar and functional covariates as well as
(functional) random effects and allows flexible choices of bases -
in particular splines and functional principal components - and
corresponding penalties for each term. It covers functional data
observed on common (dense) or curve-specific (sparse) grids.
Penalized likelihood based and gradient-boosting based inference for
these models are implemented in R packages refund and FDboost,
respectively. We also discuss identifiability and computational
complexity for the functional regression models covered and showcase
tidyfun, a new R-package for exploratory functional data analysis.