Outlier Detection of Functional Data Based on the Minimum Regularized Covariance Trace Estimator
Pairwise inner product for functions
Integrated square error
Plot function for result from mrct()
Minimum regularized covariance trace estimator
Random sample from Gaussian process
Plot function for result from mrct.sparse()
Sparse minimum regularized covariance trace estimator
Detect outlying observations in functional data sets based on the minimum regularized covariance trace (MRCT) estimator. Includes implementation of Oguamalam et al. (2023) <arXiv:2307.13509>.