efWiener

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

internal

S4 classes for univariate and multivariate functional data with
utility functions. See <doi:10.18637/jss.v093.i05> for a detailed description
of the package functionalities and its interplay with the MFPCA package for
multivariate functional principal component analysis
<https://CRAN.R-project.org/package=MFPCA>.

Clara Happ-Kurz

funData

An S4 Class for Functional Data

efWiener function

<dl><dt>argvals</dt>
<dd>A vector, defining a (fine) grid on the interval for which the
eigenfunctions are computed.</dd>
<dt>M</dt>
<dd>An integer, specifying the number of eigenfunctions that are
calculated.</dd></dl>

Arguments

Calculate the first M eigenfunctions of the Wiener process — efWiener

<dl>

<dt>argvals</dt>
<dd>A vector, defining a (fine) grid on the interval for which the
eigenfunctions are computed.</dd>


<dt>M</dt>
<dd>An integer, specifying the number of eigenfunctions that are
calculated.</dd>

</dl>

efWiener: Calculate the first M eigenfunctions of the Wiener process

Description

Usage

Value

Arguments

See Also