Functional Association Matrix

Computes or post-processes an absolute association matrix for discretized or basis-expanded functional predictors.

Usage

functional_association(
  x,
  association = NULL,
  method = c("correlation", "neighborhood", "hybrid", "interval"),
  within_blocks = TRUE,
  bandwidth = NULL,
  interval_groups = NULL,
  width = NULL,
  step = width,
  decay = 1
)

Arguments

x

Any input accepted by as_functional_matrix().

association

Optional square association matrix supplied by the user. When omitted, abs(stats::cor(X)) is used.

method

Association structure. "correlation" uses the absolute correlation matrix, "neighborhood" uses local positional similarity, "hybrid" multiplies correlation by a neighborhood kernel, and "interval" induces associations within interval groups.

within_blocks

Should cross-block associations be zeroed out?

bandwidth

Optional maximum within-block lag retained in the association matrix.

interval_groups

Optional interval grouping used when method = "interval".

width, step

Interval parameters used when method = "interval" and interval_groups is omitted.

decay

Positive exponent controlling the neighborhood kernel.

Value

A square absolute association matrix with unit diagonal.