kovMat: Dynamical covariance structure

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

Dynamical covariance structure

Description

The machinery for handling dynamical covariance structure

Usage

kovMat(t, a, tw, timefunction, stack = TRUE, noise = 0, ...)

Arguments

t	evalutation points
a	list of matrices
tw	Anchor points. Must be in increasing order
timefunction	Temporal covariance structure
stack	How should the observations be ordered? TRUE corresponds to coordinate-/column-major ordering which is required by ppMUlti, while FALSE is the alternative ordering, time-/row-major ordering.
noise	Noise. Either a single number or a vector of length K*length(t)
...	Parameters passed to timefunction

Value

A positive definite covariance matrix

References

See pdf simm.fda for introduction and of details of dynamical covariance structure

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