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By Bagdonavicius V.

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Finally, we will mention only briefly a few other basis systems that are occasionally useful. 2 Fourier Series for Periodic Data and Functions Many functions are required to repeat themselves over a certain period T , as would be required for expressing seasonal trend in a long time series. The Fourier series is φ1 (t) = 1 φ2 (t) = sin(ω t) φ3 (t) = cos(ω t) φ4 (t) = sin(2ω t) φ5 (t) = cos(2ω t) .. 4) where the constant ω is related to the period T by the relation ω = 2π /T. We see that, after the first constant basis function, Fourier basis functions are arranged in successive sine/cosine pairs, with both arguments within any pair being multiplied by one of the integers 1, 2, .

The order of a polynomial is one higher than its degree. For example, a straight line is defined by a polynomial of degree one since its highest power is one, but is of order two because it also has a constant term. 34 3 How to Specify Basis Systems for Building Functions We will assume in this book that the order of the polynomial segments is the same for each subinterval. A spline basis is actually defined in terms of a set of knots. These are related to the break points in the sense that every knot has the same value as a break point, but there may be multiple knots at certain break points.

3 Classes and Objects in R and Matlab 25 That is, an fd object is either a list or a struct, depending on the language, which contains at least two pieces of information, each prespecified and associated with the class name fd. Actually, the specification for the basis functions is itself also a object of a specific class, the basisfd class in R and the basis class in Matlab, but let us save these details until the next chapter. Unfortunately, the languages differ dramatically in how they define classes, and this has wide-ranging implications.

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Analysis of survival data with cross-effects of survival functions by Bagdonavicius V.


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