Continuous-Time Multivariate Analysis
Continuous-time canonical correlation analysis
Bootstrap confidence interval estimation for curve correlation
Curve correlation for a single bootstrap sample
Credible interval estimation for curve correlation based on posterior ...
Curve correlation
Center a continuous-time multivariate data set
Continuous-time correlation or cross-correlation matrix
Continuous-time covariance or cross-covariance matrix
Internal helper functions for ctmva
Centered inner product matrix for a basis or pair of bases
Continuous-time k-means clustering
Continuous-time Fisher's linear discriminant analysis
Continuous-time multidimensional scaling
Compute means of basis functions
Continuous-time principal component analysis
Plot a kmeans.ct object
Plot an lda.ct object
Plot an mds.ct object
Plot a silhouette.ct object
Procrustes transformation for continuous-time multidimensional scaling
Plot of classical and continuous-time principal coordinates
Symmetric sandwich smoother
Silhouettes for continuous-time k-means clustering
Center and scale a continuous-time multivariate data set
Implements a basis function or functional data analysis framework for several techniques of multivariate analysis in continuous-time setting. Specifically, we introduced continuous-time analogues of several classical techniques of multivariate analysis, such as principal component analysis, canonical correlation analysis, Fisher linear discriminant analysis, K-means clustering, and so on. Details are in Biplab Paul, Philip T. Reiss, Erjia Cui and Noemi Foa (2025) "Continuous-time multivariate analysis" <doi: 10.1080/10618600.2024.2374570>.