covPACE: Estimate of the covariance surface

In fda: Functional Data Analysis

Estimate of the covariance surface

Description

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

Usage

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

Arguments

data	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.
rng	a vector of length 2 defining a restricted range where the data was observed
time	Array with time points where data was taken. length(time) == dim(data)[1]
meanfd	Fd object corresponding to the mean function of the data
basis	basisfd object for smoothing the covariate function
lambda	a nonnegative real number specifying the amount of smoothing to be applied to the estimated functional parameter
Lfdobj	a linear differential operator object for smoothing penalty of the estimated functional parameter

Value

a list with these two named entries:

cov.estimate	an object of class "bifd" object or a list of "bifd" elements
meanfd	a functional data object giving the mean function

fda documentation built on May 31, 2023, 9:19 p.m.