FBE Research Report KBI_1013
Author:
Keywords:
Functional data, Time warping, Curve registration, Adaptive MCMC, C, R
Abstract:
Phase variation in functional data obscures the true amplitude variation when a typical cross-sectional analysis of these responses would be performed. Time warping or curve registration aims at eliminating the phase variation, typically by applying a transformation, the warping function, to the function argument. We propose a warping method that jointly estimates a decomposition of the warping function in warping components, and amplitude components. For the estimation routine, adaptive MCMC calculations are performed and implemented in C rather than R to increase computational speed. The R-C interface makes the program user-friendly, in that no knowledge of C is required and all input and output will be handled through R. The R package MRwarp contains all needed files.