spt: Shifted Partial Tracing

In TMasak/surfcov: Random Surfaces' Covariance Estimation beyond Separability

Shifted Partial Tracing

Description

Estimates the separable part of the separable-plus-banded model via Shifted Partial Tracing. Choosing d=0 defaults to standard (non-shifted) partial tracing estimator of the separable model.

Usage

spt(X, d = 0, standardize = TRUE)

Arguments

X	data array of size N x K1 x K2
d	bandwidth, integer >= 0
standardize	whether the results should be standardized, defaults to True, option False is only for comparison purposes with the partial inner product

Value

list of two: A1 - matrix of size K1 x K1, the temporal kernel; A2 - matrix of size K2 x K2, the spatial kernel;

Examples

X <- array(runif(20*3*4),c(20,3,4))
spt(X,0)

TMasak/surfcov documentation built on April 25, 2022, 12:15 a.m.