estimate_cov_function: Nonparametric estimate of the covariance function

In dan410/sseigfun: SS-ANOVA covariance function estimation and eigenfunction estimation

Description

Nonparametric estimate of the covariance function

Usage

estimate_cov_function(dat, marginal.knots = NULL, n.marginal.knots = NULL)

Arguments

dat	data frame which must have columns ID, Time, X. The ID column is an integer indicator variable identifying a specific curve, Time contains the points on the "time" axis where the curve is observed, and X contains the observed values.
marginal.knots	vector of locations which will be used to create a knots locations for the covariance function. See details for how knot locations for the product space are constructed. If this is specified, then n.marginal.knots should not be specified.
n.marginal.knots	integer specifying the number of locations which will be used to create a knots locations for the covariance function. See details for how knot locations for the product space are constructed. If this is specified, then marginal.knots should not be specified.

Examples

data(sfdat)
cov.fit <- estimate_cov_function(sfdat, n.marginal.knots=5)

dan410/sseigfun documentation built on May 14, 2019, 3:34 p.m.