shared unstructured trial-basis covariance; no automatic covariance selection
Function-on-scalar regression estimates coefficient functions over time. Scalar-on-function regression instead compresses or integrates information from a functional predictor to explain a scalar response. They answer opposite regression questions and should not be used interchangeably.
Generalized functional coefficients versus fixed-profile means¶
Scientific target
Tool
Scale / interpretation
Time-varying marginal association of one scalar predictor
fit_generalized_function_on_scalar_regression()
link-scale coefficient function; population averaged
probability difference or expected-count difference
A response-scale generalized effect cannot in general be obtained by applying
the inverse link to one coefficient function in isolation. Version 0.52
therefore requires the complete scalar predictor profile before producing
marginal probability or expected-count functions. These are conditional mean
functions for fixed covariate targets, not future-response prediction intervals.
Mixed-effects covariance structures: fit versus sensitivity¶
Goal
Tool
Interpretation boundary
Fit one declared covariance structure
fit_functional_mixed_effects_regression()
no automatic covariance-family selection
Diagnose residual structure within one fit
functional_mixed_effects_residual_diagnostics()
descriptive raw/whitened ACF and variogram
Compare predeclared already fitted structures
functional_mixed_effects_covariance_sensitivity()
explicit reference; no ranking/winner/LRT
Interpret where variability is attributed over time
functional_mixed_effects_variance_decomposition()
participant intercept/slope/cross-covariance, trial and residual terms remain separate
Version 0.50 requires successful comparison fits to use identical observations,
fixed design/basis, participant mapping/basis, time grid, response dimension and
ML/REML mode. Failed predeclared structures remain visible. AIC/BIC are
descriptive and the returned table preserves declaration order instead of
sorting by an information criterion.
what is uncertainty in the fitted conditional mean with basis/regression sampling variability?
bootstrap_fpca_regression_uncertainty()
paired full-pipeline bootstrap
not heteroscedastic fixed-regressor wild bootstrap
what is the interval for a future observed scalar response?
fpca_regression_future_prediction_interval()
paired-bootstrap means plus residual draw
pooled/exchangeable future-response error
what band covers the reconstructed functional slope over time?
fpca_regression_slope_simultaneous_band()
maximum over observed slope grid
different estimand; observed-grid slope band
The 0.18 familywise helper is a post-calibration of one already generated target-root matrix. It should not be described as a future-response prediction region or as clustered wild-bootstrap inference.
Fixed-target FPCR evidence: intervals versus tests¶
Question
Tool
Calibration
Boundary
what is the heteroscedastic interval for each fixed target separately?
wild_bootstrap_fpca_projection()
target-specific absolute studentized roots
marginal / target-wise
what interval family covers all declared fixed targets simultaneously?
Worst separation along an order-preserving coupling
discrete Fréchet
cumulative alignment cost
Cumulative mismatch after elastic sequence-index alignment
DTW
direct elapsed-time correspondence
Does the similarity conclusion depend on the declared distance contract?
trajectory_distance_sensitivity()
an automatic selector of the "best" metric
The 0.38 sensitivity layer compares rankings and local neighbors while retaining
each distance matrix on its native scale. It is descriptive and does not attach
ordinary correlation p-values to dependent pair distances.
RQA and recurrence networks reuse the same recurrence relation but summarize
different structures. Neither should be selected post hoc because it produces a
more favorable result.
Is a state in system A close to a state in system B?
cross-recurrence
cross-system state similarity
Do separately defined systems recur within their own state spaces at the same time pair?
joint recurrence
coincident within-system recurrence
Is there directional information transfer?
neither by itself
requires a separate directional model such as transfer entropy or another justified coupling model
Joint recurrence permits different subsystem dimensions, variables, metrics,
and thresholds, but version 0.39 requires an exact common time grid, common
time unit, and shared Theiler exclusion. It does not search over lags or choose
thresholds to maximize apparent coupling.
independent window rows or a new overlapping-window inferential theorem
Do two trajectories share recurrent state structure?
cross_recurrence_matrix() + cross_rqa_metrics()
causal coupling or synchronization mechanism
How quickly do nearby reconstructed states separate?
local_divergence_curve() + Rosenstein LLE
proof of deterministic chaos
Is the nonlinear statistic unusual under a linear-stochastic surrogate null?
surrogate_nonlinearity_test()
a unique nonlinear mechanism
Do repeated observed cycles contract or expand locally?
empirical Poincare return map
a monodromy matrix, Floquet multipliers, or model-based orbital stability
How does a modeled attractor change with a control parameter?
not implemented in 0.23
requires explicit system identification / continuation model
RQA and FPCA are complementary rather than substitutes. FPCA summarizes dominant between-curve functional variation; RQA summarizes within-trajectory recurrent temporal organization. Version 0.24 makes that bridge explicit with windowed_rqa_trajectory_set(), while preserving overlap, edge/tail, radius-policy, and source-unit provenance. The FDA step remains separately justified and does not turn overlapping windows into independent observations.
When are two declared state spaces close across all index pairs?
rectangular all-pairs; no implicit alignment
no
Joint recurrence
When do synchronized subsystems recur simultaneously within themselves?
exact common grid
no
Transfer entropy
Does declared source history add predictive information about the current target beyond declared target history?
explicit sample-index histories and source lag
yes, predictive direction only
Transfer entropy is not a replacement for cross/JRQA, and none of these methods
is automatically a causal estimator. The representation and scientific
question determine which estimand is appropriate.
The sensitivity layer answers whether the substantive TE result depends on
defensible analysis choices. It does not replace a primary specification,
cross-validation procedure, multiplicity plan, or causal-identification design.
Does source history predict the next target beyond target history?
target history
directed predictive information
Conditional discrete TE
Does source history add predictive information beyond target history and one declared process?
target history + explicit conditioning history
conditional directed predictive information, not causal proof
Conditional TE + source-shift test
Is observed conditional TE large relative to declared source-only circular shifts?
same fixed conditioning process
surrogate evidence under the declared shift null
Use conditional TE when a scientifically specified process is part of the
question. Do not add conditioning variables merely to search for a preferred
result.
Pointwise versus simultaneous mixed-effects coefficient inference¶
Output
Independent resampling unit
Scope
Key limitation
MixedLM pointwise Wald interval
none; model covariance only
one coefficient value at one observed time
no whole-function multiplicity calibration
0.44 coefficient-scope band
participant
one fixed coefficient over the complete observed time grid
covariance parameters and bases held fixed
0.44 family-scope band
participant
all declared fixed coefficients × observed time grid
more conservative; same fixed-covariance limitation
Use the base pointwise interval for explicitly pointwise questions. Use the
0.44 participant-cluster band when the scientific claim concerns the complete
observed coefficient trajectory or a predeclared family of coefficient
trajectories. Neither band mode provides continuous-domain coverage between
unsampled time points or propagates variance-component/basis-selection
uncertainty.
Random functional intercept versus one random functional slope¶
Model
Random-effect dimension
Free unstructured covariance parameters
Identification safeguard
Functional random intercept
\(q\)
\(q(q+1)/2\)
participant count at least max(4, q+1)
Intercept + one random functional slope
\(2q\)
\((2q)(2q+1)/2\)
named predictor varies within every participant and participant count exceeds covariance-parameter count
Nested trial functional intercept
\(q_u\) per trial
\(q_u(q_u+1)/2\) shared across trials
unique participant/trial pairs, at least two trials per participant, total nested trials exceed covariance-parameter count
The 0.45 slope model is appropriate when the scientific question concerns
participant heterogeneity in the time-varying effect of one predeclared
predictor. It is not an automatic improvement over the simpler random-
intercept model and the package does not compare or select the structures on
the analyst's behalf.
Fixed-covariance versus full-refit participant bootstrap¶
Bootstrap
Participant resampling
Fixed effects refit
Random-effect covariance refit
Residual variance refit
Model specification reselected
Fixed-covariance (0.44)
yes
yes, GLS
no
no
no
Full-refit (0.46+)
yes
yes, declared backend
yes; participant and, when present, trial covariance
yes
no
Both methods resample whole participants. The full-refit version additionally
propagates variance-component re-estimation through the fixed-effect bootstrap
distribution.
Use compare_functional_mixed_effects_bootstraps() to inspect how much this
changes simultaneous-band width over the observed time grid. The width ratio is
a descriptive sensitivity measure, not a criterion for choosing a preferred
model.
Version 0.49 fits only the analyst-declared row; it does not rank these
structures or choose a winner. A long-range exponential process can compete
with a smooth trial functional random effect, so trial-covariance conditioning,
serial-parameter boundaries, bootstrap stability, and fixed-effect sensitivity
must be interpreted together. Version 0.50 makes that structural sensitivity
explicit without turning it into automatic model selection.