covatree-class {covafillr} | R Documentation |
A Reference Class for Search Tree Approximated Local Polynomial Regression with covatree.
ptr
External pointer to the covatree C++ object
getDim()
Get the dimension of the coordinates.
initialize(coord, obs, h = suggestBandwith(coord, p), p = 3L,
minLeft = length(obs)/10, ...)
Method to initialize the covafill. coord is a matrix of coordinates, obs is a vector of corresponding observations, h is a vector of bandwiths, p is the polynomial degree, and minLeft is the minimum number of observations that will create a sub tree.
predict(coord)
Predict function value and first order derivatives with search tree approximated local polynomial regression at coord.
getRefClass('covatree') fn <- function(x) x ^ 4 - x ^ 2 x <- runif(2000,-3,3) y <- fn(x) + rnorm(2000,0,0.1) ct <- covatree(coord = x,obs = y,p = 5L, minLeft = 50) ct$getDim() x0 <- seq(-1,1,0.1) y0 <- ct$predict(x0) par(mfrow=c(2,1)) plot(x0,y0[,1], main = "Function") lines(x0,fn(x0)) plot(x0, y0[,2], main = "First derivative") lines(x0, 4 * x0 ^ 3 - 2 * x0)