Estimate of the covariance surface
Function covPACE
does a bivariate smoothing for estimating the
covariance surface for data that has not yet been smoothed
covPACE(data,rng , time, meanfd, basis, lambda, Lfdobj)
data |
a matrix object or list – If the set is supplied as a matrix object, the rows must correspond to argument values and columns to replications, and it will be assumed that there is only one variable per observation. If y is a three-dimensional array, the first dimension corresponds to argument values, the second to replications, and the third to variables within replications. – If it is a list, each element must be a matrix object, the rows correspond to argument values per individual. First column corresponds to time points and following columns to argument values per variable. |
rng |
a vector of length 2 defining a restricted range where the data was observed |
time |
Array with time points where data was taken. |
meanfd |
Fd object corresponding to the mean function of the data |
basis |
basisfd object for smoothing the covariate function |
lambda |
a nonnegative real number specifying the amount of smoothing to be applied to the estimated functional parameter |
Lfdobj |
a linear differential operator object for smoothing penalty of the estimated functional parameter |
a list with these two named entries:
cov.estimate |
an object of class "bifd" object or a list of "bifd" elements |
meanfd |
a functional data object giving the mean function |
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