cov.basis: Covariance estimation by basis expansion
In linulysses/mcfda: Mean and Covariance Estimation for Functional Data Analysis

Covariance estimation by basis expansion

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

`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)`