synfd

Synthesize dense/sparse functional data/snippets

Install

devtools::install_github("linulysses/synfd") or install.packages('synfd')

Examples

generate irregularly observed Gaussian functional data with Matern covariance function

Y <- irreg.fd(mu=1, X=gaussian.process(), n=10, m=5)

generate samples froma a process defined via K-L representation

Y <- irreg.fd(mu=cos, X=kl.process(eigen.values=1/(2^(1:25)),eigen.functions='FOURIER',distribution='LAPLACE'),n=10, m=5)

generate regularly observed trajectories

Y <- reg.fd(mu=1, X=gaussian.process(cov=matern), n=10, m=101)