fts | R Documentation |
This function is used to create functional time series (fts
) objects from lists of discretely sampled data, basis specifications, and grid elements which provide the domain that each variable is observed over. Each variable is assumed to be observed over a regular and equidistant grid. In addition, each variable in the fts is assumed to be observed over a one or two-dimensional domain.
fts(X, B, grid, time = NULL)
X |
A list of length p where p is a positive integer specifying the number of variables observed in the fts. Each entry in the list should be a matrix or an array. |
B |
A list of length p. Each entry in the list should be either a matrix specifying the basis for each variable or each list entry should be a list specifying the number of basis elements and desired basis type to be used in the smoothing process. |
grid |
A list of length p. Each entry in the list should either be a numeric or a list of numeric elements depending on the dimension of the domain the variable is observed over. |
time |
A character vector where each entry specifies the time an observation is made. |
Refer to fssa
for examples on how to run this function.
fssa
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