R-package: Easy-to-use, efficient implementations of functional bases for use in functional data analysis and elsewhere.

`fctbases`

is a package for R, which implements some of the common linear functional bases such as B-splines and Fourier bases and stores these internally as C++ objects, accesssed from R as normal functions. In this way there is no need for initializing an R object every time a basis is used in R. One simply initializes the desired basis, which is returned as an R function that one calls with desired time point and possibly coefficients. All calculations are implemented in C++. By moving some of computations to the time when objects are initialized, this speeds up some of the computations the even more. The package takes care of the internal bookkeeping of C++ objects and ensures the validity of these.

In short what you can do is:

- Calculate the values of a basis at desired time point(s)
- Evaluate a basis with coefficients at desired time point(s)
- Both of the above, but also for first and second order derivatives.

Initialize a basis function by calling an appropiate initialization function, e.g.

`knots <- 0:10 / 10`

`f <- make.bspline.basis(knots, order = 4)`

(or just `f <- make.bspline.basis(knots)`

will return a bspline of order 4 (standard) with equidistant knots from 0 to 1.

`endpoints <- c(0, 1)`

`f <- make.fourier.basis(endpoints, 10)`

will return a Fourier basis with harmonics up to order 10 (that is, 21 degress of freedom) anchored in 0 and 1.

The resulting function takes three arguments: `t`

is a vector of time points, `x`

are optional coefficients to be multiplied, and `deriv`

is whether the derivative in time should be evaluated or not (defaults to false). All fctbases functions follow this pattern.

`f(t)`

: Returns a matrix of the basis function evaluted at time points `t`

.

`f(t, x)`

: Returns a vector of the basis function evaluted at time points `t`

, multiplied by coefficients `x`

. Equal to `f(t) %*% x`

`f(t, deriv = T)`

: Returns first derivative, d/dt `f(t)`

.

`f(t, x, deriv = T)`

: Returns first derivative, d/dt `f(t) %*% x`

.

`f(t, deriv = 2)`

: Returns second derivative, d^{2/dt}2 `f(t)`

.

`f(t, x, deriv = 2)`

: Returns second derivative, d^{2/dt}2 `f(t) %*% x`

.

Download and install the package as a source package or use devtools, e.g. `devtools::install_github("naolsen/fctbases")`

. A C++ compiler is required to compile the source. The package is also available from CRAN `install.package("fctbases")`

(the version on Github may be newer).

It is currently not possible to save `fctbasis`

objects as .RData objects (and likely will not be).

Using a `fctbasis`

object from a previous session will return an error.

Feel free to contribute and add suggestions. There are some bases, that I think would be nice to add: natural cubic splines, hermitian polynomials, wavelets bases and possibly others.