varfunc: Estimate the variance function

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

Estimate the variance function

Description

Estimate the variance function

Usage

varfunc(
  Lt,
  Ly,
  newt = NULL,
  sig2 = NULL,
  method = c("PACE", "FOURIER"),
  mu = NULL,
  weig = NULL,
  ...
)

Arguments

Lt	a list (for irregular design) or a vector (for regular design) of observations in time domain
Ly	a list (for irregular design) or a matrix (for regular design) of observations corresponding to Lt
newt	a set of locations where the variance function is estimated. If NULL, then set to Lt
sig2	variance of noise
method	estimation method, 'PACE' or 'FOURIER'
mu	an object generated by meanfunc.
weig	a vector of length(Lt). If NULL, then determined by the algorithm.
...	other parameters required depending on the method and tuning; see details

Details

• When method='PACE', additional parameters kernel and deg can be provided. bw as a scalar is optional. When bw is provided, the bandwidth is set to bw

• When method='FOURIER', additional parameters q,rho,ext and domain are optional. If they are not provided, then they will be deduced from data or selected by the specified tuning method.

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