fgm: Partial Separability and Functional Gaussian Graphical Models

Estimates a functional graphical model and a partially separable Karhunen-Loève decomposition for a multivariate Gaussian process. See Zapata J., Oh S. and Petersen A. (2019) <arXiv:1910.03134>.

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Package details

AuthorJavier Zapata [cre], Sang-Yun Oh [aut], Alexander Petersen [aut]
MaintainerJavier Zapata <jzapata@ucsb.edu>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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fgm documentation built on Oct. 30, 2019, 9:53 a.m.