cov.basis: Covariance estimation by basis expansion

In ZhuolinSong/wpe: Written Preliminary Exam or Literature Review: Methods for Functional Snippets

Covariance estimation by basis expansion

Description

Covariance estimation by basis expansion

Usage

cov.basis(
  Lt,
  Ly,
  p = NULL,
  lam = NULL,
  ext = NULL,
  newt = NULL,
  mu = NULL,
  tuning = "lle",
  weig = NULL,
  maxIt = 3,
  domain = c(0, 1)
)

Arguments

Lt	a list (for irregular design) or a vector (for regular design)
Ly	a list (for irregular design) for a matrix (for regular design). If Ly is a matrix, then ncol(Ly) must be equal to length(Lt)

ZhuolinSong/wpe documentation built on Oct. 31, 2022, 7:38 p.m.