fpcb0.1.0 package

Predictive Confidence Bands for Functional Time Series Forecasting

arh_rkhs

Autoregressive Hilbertian Model using RKHS

fdata_rkhs

functional data in rkhs

fpcb-package

Predictive confindence bands for functional time series forecasting

predict_rkhs

Predict functional time series using ARH RKHS.

rk

kernel function

Download source packageRead PDF manual

Functions to represent functional objects under a Reproducing Kernel Hilbert Space (RKHS) framework as described in Muñoz & González (2010). Autoregressive Hilbertian Model for functional time series using RKHS and predictive confidence bands construction as proposed in Hernández et al (2021).

  • Maintainer: Nicolás Hernández
  • License: GPL (>= 3)
  • Last published: 2021-06-07