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covPACE

Estimate of the covariance surface


Description

Function covPACE does a bivariate smoothing for estimating the covariance surface for data that has not yet been smoothed

Usage

covPACE(data,rng , time, meanfd, basis, lambda, Lfdobj)

Arguments

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. length(time) == dim(data)[1]

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

Value

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


fda

Functional Data Analysis

v5.1.9
GPL (>= 2)
Authors
J. O. Ramsay <ramsay@psych.mcgill.ca> [aut,cre], Spencer Graves <spencer.graves@effectivedefense.org> [ctb], Giles Hooker <gjh27@cornell.edu> [ctb]
Initial release
2020-12-16

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