Tidsfunktioner: Temporal covariance structures

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

Temporal covariance structures

Description

Matern covariance structure: 2^(smooth-1)/gamma(smooth) * range^smooth ^ K_smooth(|s-t|/range)

Usage

OUtid(s, t, lambda)

BMtid(s, t, bridge = TRUE)

Materntid(s, t, range, smooth)

Arguments

s, t	time values
lambda	drift
bridge	Brownian bridge or Brownian motion?
range	range parameter
smooth	smoothness parameter

Details

Time covariance functions should not be called directly. Either use as part of kovMat or call using outer.

Value

A vector. Proper use is together with outer or kovMat.

See Also

OUproces, Brown, Maternk

Examples

t <- seq(0,1, 0.1)
outer(t, t, OUtid, lambda = 1) ## OU process
outer(t, t, BMtid, bridge = FALSE)

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