covHall: covHall

In jeff-goldsmith/gfpca: Generalized Functional Principal Components Analysis

Description

Internal function for estimation of the covariance matrix of the latent process using the Hall et al. approach

Usage

covHall(data, u, bf = 10, pve = 0.9, eps = 0.01, nu = 1, mu = NULL)

Arguments

data	tha data as described in gfpca_Mar, gfpca_TwoStep, and gfpca_Bayes
u	grid for evaluation
bf	number of basis functions for smoothing
pve	percentage of explained variance
eps	small constant used for the diagonal if diagonal elements are smaller
nu	additional shrinkage parameter for the estimated mean function (should usually be 1)
mu	fitted mean function (if available)

Author(s)

Jan Gertheiss [e-mail] and Ana-Maria Staicu [e-mail]

jeff-goldsmith/gfpca documentation built on May 19, 2019, 1:45 a.m.