get_delaigle_cov: Get true covariance function from Delaigle et al.(2021).

In statKim/robfpca: Functional principal component analysis for partially observed elliptical process

Get true covariance function from Delaigle et al.(2021).

Description

True covariance function is obtained for given grids from the setting of Delaigle et al.(2021) with model 2.

Usage

get_delaigle_cov(grid, model = 2)

Arguments

grid	a vector containing the observed timepoints.
model	The model option for Delaigle et al.(2021).

Value

a covariance matrix with the dimension, length of grids.

References

Delaigle, A., Hall, P., Huang, W., & Kneip, A. (2021). Estimating the covariance of fragmented and other related types of functional data. Journal of the American Statistical Association, 116(535), 1383-1401.

Examples

gr <- seq(0, 1, length.out = 51)
cov.true <- get_delaigle_cov(gr, model = 2)
library(GA)
persp3D(gr, gr, cov.true,
        theta = -70, phi = 30, expand = 1)

statKim/robfpca documentation built on April 15, 2023, 10:12 p.m.