Calculate the first M eigenfunctions of the Wiener process

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Description

This function calculates the first M (orthonormal) eigenfunctions of the Wiener process on an arbitrary interval.

Usage

1
efWiener(argvals, M)

Arguments

argvals

A vector, defining a (fine) grid on the interval for which the eigenfunctions are computed.

M

An integer, specifying the number of eigenfunctions that are calculcated.

Value

A univariate functional data object of class funData containing the eigenfunctions of the Wiener process on the given interval.

See Also

funData, simFunData, simMultiFunData

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