direg

Directional Regularity for Multivariate Functional Data

direg is a R package for estimating the directional regularity of multivariate functional data. It allows one to estimate the change-of-basis matrix to take advantage of the intrinsic anisotropy of a process. Additional features include simulating anisotropic fractional brownian motions (fBms), surface smoothing and anisotropic detection. Currently implementated for bi-variate processes.

Installation

To install the latest version from Github, please use

devtools::install_github("sunnywang93/direg")

Please note that R version >=4.1.0 is required.

References

The methodological and theoretical aspects of the paper can be found at:

https://arxiv.org/abs/2409.00817