efWiener | R Documentation |
This function calculates the first M (orthonormal) eigenfunctions of the Wiener process on an arbitrary interval.
efWiener(argvals, M)
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 calculated. |
A univariate functional data object of class
funData
containing the eigenfunctions of the Wiener
process on the given interval.
funData
, simFunData
, simMultiFunData
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