predict_covariance: Estimate the covariance given a matrix

In StevenGolovkine/simulater: Simulate functional data based on real datasets

Estimate the covariance given a matrix

Description

This function estimates the covariance matrix on a vector of sampling points. The covariance matrix parameter has to be larger than the vector of sampling points.

Usage

predict_covariance(t, covariance)

Arguments

t	Vector of sampling points.
covariance	Matrix of covariance.

Value

A matrix of covariance estimated on a vector of sampling points.

Examples

## Not run: 
if(interactive()){
 attach(powerconsumption)
 covariance <- learn_covariance(powerconsumption, 'lm')
 cov <- predict_covariance(t = seq(0, 1, length.out = 101),
                           covariance = covariance)
 }

## End(Not run)

StevenGolovkine/simulater documentation built on April 4, 2022, 5:04 a.m.