CFPCA: Componentwise Multivariate Functional Principal Component...

View source: R/Simulation.R

CFPCAR Documentation

Componentwise Multivariate Functional Principal Component Analysis

Description

Implements the method of Happs and Grevens (2018) for Euclidean-valued multivariate functional data.

Usage

CFPCA(Ly, Lt, optns = list())

Arguments

Ly

A list of matrices, each being D by n_i containing the observed values for individual i. In each matrix, columes corresponds to different time points, and rows corresponds to ifferent dimensions.

Lt

A list of n vectors containing the observation time points for each individual corresponding to y. Each vector should be sorted in ascending order.

optns

A list of options control parameters specified by list(name=value). See the ‘Details’ section in '?FPCA'.

Value

See 'Return' in '?RFPCA'


CrossD/RFPCA documentation built on Aug. 24, 2023, 4:42 p.m.