efWiener function

Calculate the first M eigenfunctions of the Wiener process

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

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.

Returns

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

See Also

funData, simFunData, simMultiFunData