funData (version 1.3-3)

efWiener: Calculate the first M eigenfunctions of the Wiener process

Description

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

Usage

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.

Value

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

See Also

'>funData, simFunData, simMultiFunData