interpol.matrix: Interpolation matrix

In far: Modelization for Functional AutoRegressive Processes

Interpolation matrix

Description

Calculate the matrix giving the linear interpolation of regularly spaced points.

Usage

interpol.matrix(n = 12, m = 24, tol = sqrt(.Machine$double.eps))

Arguments

n	Number (integer) of points in output space
m	Number (integer) of points in the input function (or space)
tol	A relative tolerance to detect zero singular values.

Details

The general principle is, considering a function for which we know values at m equally spaced points (for instance 1/m, 2/m, ..., 1), to compute the matrix giving the linear approximation of n equally spaced points (for instance 1/n, 2/n, ..., 1).

The function works whether n or m is the largest.

The function is vectorized, so m and n can be vectors of integers. In this case, they have to be of the same size and the resulting matrix is block diagonal.

Value

A nxm matrix if they are integer, else a sum(n)xsum(m) matrix.

Author(s)

J. Damon

See Also

theoretical.coef, simul.far or simul.farx.

Examples

  mat1 <- interpol.matrix(12,24)
  mat2 <- interpol.matrix(c(3,5),c(12,12))
  print(mat1 %*% base.simul.far(24,5))
  print(mat2 %*% base.simul.far(24,5))  

far documentation built on Sept. 17, 2024, 5:08 p.m.