cov_mfd function

Covariance Function for Multivariate Functional Data

Computes the covariance function for two multivariate functional data objects of class mfd.

cov_mfd(mfdobj1, mfdobj2 = mfdobj1)

Arguments

• mfdobj1: An object of class mfd representing the first multivariate functional data set. It contains $N$ observations of a $p$-dimensional multivariate functional variable.
• mfdobj2: An object of class mfd representing the second multivariate functional data set. Defaults to mfdobj1. If provided, it must also contain $N$ observations of a $p$-dimensional multivariate functional variable.

Returns

A bifd object representing the covariance function of the two input objects. The output is a collection of $p^2$ functional surfaces, each corresponding to the covariance between two components of the multivariate functional data.

Details

The function calculates the covariance between all pairs of dimensions from the two multivariate functional data objects. Each covariance is represented as a functional surface in the resulting bifd object. The covariance function is useful for analyzing relationships between functional variables.

Examples

## Not run:

library(funcharts)
data("air")
x <- get_mfd_list(air[1:3])
cov_result <- cov_mfd(x)
plot_bifd(cov_result)
## End(Not run)