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efWiener

Calculate the first M eigenfunctions of the Wiener process

Description

This function calculates the first M (orthonormal) eigenfunctions of the Wiener process on an arbitrary interval.

Usage

efWiener(argvals, M)

Arguments

argvals

A vector, defining a (fine) grid on the interval for which the eigenfunctions are computed.
M

An integer, specifying the number of eigenfunctions that are calculated.

Value

A univariate functional data object of class funData containing the eigenfunctions of the Wiener process on the given interval.

See Also

funData

An S4 Class for Functional Data

v1.3-5
GPL-2
Authors
Clara Happ-Kurz [aut, cre]
Initial release
2020-04-23

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