covPACE: Estimate of the covariance surface

View source: R/covPACE.R

covPACER Documentation

Estimate of the covariance surface


Function covPACE does a bivariate smoothing for estimating the covariance surface for data that has not yet been smoothed


  covPACE(data,rng , time, meanfd, basis, lambda, Lfdobj)



a matrix object or list – If the set is supplied as a matrix object, the rows must correspond to argument values and columns to replications, and it will be assumed that there is only one variable per observation. If y is a three-dimensional array, the first dimension corresponds to argument values, the second to replications, and the third to variables within replications. – If it is a list, each element must be a matrix object, the rows correspond to argument values per individual. First column corresponds to time points and following columns to argument values per variable.


a vector of length 2 defining a restricted range where the data was observed


Array with time points where data was taken. length(time) == dim(data)[1]


Fd object corresponding to the mean function of the data


basisfd object for smoothing the covariate function


a nonnegative real number specifying the amount of smoothing to be applied to the estimated functional parameter


a linear differential operator object for smoothing penalty of the estimated functional parameter


a list with these two named entries:


an object of class "bifd" object or a list of "bifd" elements


a functional data object giving the mean function


Ramsay, James O., Hooker, Giles, and Graves, Spencer (2009), Functional data analysis with R and Matlab, Springer, New York.

Ramsay, James O., and Silverman, Bernard W. (2005), Functional Data Analysis, 2nd ed., Springer, New York.

Ramsay, James O., and Silverman, Bernard W. (2002), Applied Functional Data Analysis, Springer, New York.

fda documentation built on May 29, 2024, 11:26 a.m.