covPACE function

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)

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

Returns

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

References

Ramsay, James O., Hooker, Giles, and Graves, Spencer (2009), Functional data analysis with R and Matlab, Springer, New York.

Ramsay, James O., and Silverman, Bernard W. (2005), Functional Data Analysis, 2nd ed., Springer, New York.

Ramsay, James O., and Silverman, Bernard W. (2002), Applied Functional Data Analysis, Springer, New York.