This repository contains the implementation code for the study "Estimating Smooth Covariance for Functional Data".
- Low Rank Covariance Estimation: A computationally efficient method for estimating covariance functions with reduced dimensionality.
- Positive Definite Covariance Estimation: A method that ensures the estimated covariance surface is positive definite.
- MATLAB R2021a or later
- [fdaM] MATLAB package (included in this repository)
The repository includes a comprehensive demo file with extensive implementation examples.
The demo demonstrates:
- Data generation for functional observations
- Implementation of both proposed methods
- Visualization of results
- Comparison between methods