MatInterpolate: Interpolate matrices

In naolsen/simm.fda: Simultaneous inference for Misaligned Functional Data

Interpolate matrices

Description

Linearly interpolates matrices a1 and a2. Used in dynamical covariance structures. Typically positive definite, but not a requirement for this function.

Usage

MatInterpolate(t, a1, a2)

Arguments

t	evaluation points. t[1] should correspond to a1 and t[length(t)] to a2.
a1,	a2 (positive definite) matrices of same dimensions.

Details

a1 and a2 should have same size. This is NOT checked.

Value

A three-dimensional array of interpolated matrices

See Also

kovMat

Examples

A1 <- matrix(c(2,1,0,1,2,0.5, 0, 0.5, 2), 3, 3)
A2 <- diag(3)
A1
A2
MatInterpolate(A1, A2)

naolsen/simm.fda documentation built on June 28, 2022, 2:41 a.m.