fda: odesolv – R documentation

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odesolv

Numerical Solution mth Order Differential Equation System

Description

The system of differential equations is linear, with possibly time-varying coefficient functions. The numerical solution is computed with the Runge-Kutta method.

Usage

odesolv(bwtlist, ystart=diag(rep(1,norder)),
        h0=width/100, hmin=width*1e-10, hmax=width*0.5,
        EPS=1e-4, MAXSTP=1000)

Arguments

`bwtlist`	a list whose members are functional parameter objects defining the weight functions for the linear differential equation.
`ystart`	a vector of initial values for the equations. These are the values at time 0 of the solution and its first m - 1 derivatives.
`h0`	a positive initial step size.
`hmin`	the minimum allowable step size.
`hmax`	the maximum allowable step size.
`EPS`	a convergence criterion.
`MAXSTP`	the maximum number of steps allowed.

Details

This function is required to compute a set of solutions of an estimated linear differential equation in order compute a fit to the data that solves the equation. Such a fit will be a linear combinations of m independent solutions.

Value

a named list of length 2 containing

`tp`	a vector of time values at which the system is evaluated
`yp`	a matrix of variable values corresponding to `tp`.

Examples

#See the analyses of the lip data.

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