Functional principal component analysis for partially observed elliptical process

This is the R code to implement the simulation of the following paper:

Yeonjoo Park, Hyunsung Kim, and Yaeji Lim (2023). Functional principal component analysis for partially observed elliptical process, Computational Statistics & Data Analysis, 184, 107745. https://doi.org/10.1016/j.csda.2023.107745

How to use?

If you use simulation.R, you can obtain reproducible results in our paper. Before you run this code, you need a R package robfpca which is in Here, and it can be installed by the following code:

# install.packages("devtools")
devtools::install_github("statKim/robfpca")