cov_mfd: Covariance Function for Multivariate Functional Data

In funcharts: Functional Control Charts

Covariance Function for Multivariate Functional Data

Description

Computes the covariance function for two multivariate functional data objects of class mfd.

Usage

cov_mfd(mfdobj1, mfdobj2 = mfdobj1)

Arguments

mfdobj1	An object of class mfd representing the first multivariate functional data set. It contains N observations of a p-dimensional multivariate functional variable.
mfdobj2	An object of class mfd representing the second multivariate functional data set. Defaults to mfdobj1. If provided, it must also contain N observations of a p-dimensional multivariate functional variable.

Details

The function calculates the covariance between all pairs of dimensions from the two multivariate functional data objects. Each covariance is represented as a functional surface in the resulting bifd object. The covariance function is useful for analyzing relationships between functional variables.

Value

A bifd object representing the covariance function of the two input objects. The output is a collection of p^2 functional surfaces, each corresponding to the covariance between two components of the multivariate functional data.

Examples

## Not run: 
library(funcharts)
data("air")
x <- get_mfd_list(air[1:3])
cov_result <- cov_mfd(x)
plot_bifd(cov_result)

## End(Not run)

funcharts documentation built on April 3, 2025, 7:47 p.m.