fpcb: Predictive Confidence Bands for Functional Time Series Forecasting

Functions to represent functional objects under a Reproducing Kernel Hilbert Space (RKHS) framework as described in Muñoz & González (2010). Autoregressive Hilbertian Model for functional time series using RKHS and predictive confidence bands construction as proposed in Hernández et al (2021).

Package details

AuthorNicolás Hernández [aut, cre], Jairo Cugliari [aut, cre], Julien Jacques [aut]
MaintainerNicolás Hernández <nicolashernandezb@gmail.com>
LicenseGPL (>= 3)
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("fpcb")

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fpcb documentation built on June 7, 2021, 9:08 a.m.