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GAA-UAM / scikit-fda

Functional Data Analysis Python package
https://fda.readthedocs.io
BSD 3-Clause "New" or "Revised" License
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Getting confidence interval in scikit fda Python #622

Open MRanka29 opened 4 months ago

MRanka29 commented 4 months ago

Motivation

Can you please help me figure out how to calculate the scikit fda confiidence intervals?

Thanks in advance

Desired functionality

Can you please help me figure out how to calculate the scikit fda confiidence intervals?

Thanks in advance

Alternatives

No response

Additional context

No response

vnmabus commented 4 months ago

What do you mean? Confidence intervals for which functionality?

MRanka29 commented 4 months ago

I apologize for being vague.

I am trying to fit a FOSR model using sckit-fda package and comparing the results with the fosr package of R. In R when using the fosr package we get the std err of the coefficients and this can be used to calcuate the confidence intervals. I was able to fit the FOSR model in scikit-fda and the coefficients for both the R fosr and sckiti-fda fosr are the same. Is there a way to figure out the std err of the coefficients for scikit-fda fosr? I am attaching the screenshot of the fosr for R model.

image

I am looking for se.func in scikit-fda in python. The documentation link for R is - https://rdrr.io/cran/refund/man/fosr.html

Thanks in advance!

vnmabus commented 4 months ago

I see. Unfortunately we have not yet implemented the computation of confidence intervals, residuals nor error estimates for functional regression.

I will leave this issue open for future reference when we attempt to implement this.

MRanka29 commented 4 months ago

Thank you!