PENALIZED FUNCTION-ON-FUNCTION REGRESSION
Abstract
We propose a general framework for smooth regression of a functional response on one or multiple functional predictors. Using the mixed model representation of penalized regression expands the scope of function on function regression to many realistic scenarios. In particular, the approach can accommodate a densely or sparsely sampled functional response as well as multiple functional predictors that are observed: 1) on the same or different domain as the functional response; 2) on a dense or sparse grid; and 3) with or without noise. It also allows for seamless integration of continuous or categorical covariates and provides approximate confidence intervals as a by-product of the mixed model inference. The proposed methods are accompanied by easy to use and robust software implemented in the pffr function of the R package refund. Methodological developments are general, but were inspired by and applied to a Diffusion Tensor Imaging (DTI) brain tractography dataset.