obtain_autocov_eigenvalues {fdaACF} | R Documentation |
Estimate the eigenvalues of the sample autocovariance
function \hat{C}_{0}
. This functions returns the
eigenvalues which are greater than the value epsilon
.
obtain_autocov_eigenvalues(v, Y, epsilon = 1e-04)
v |
Discretization points of the curves, by default
|
Y |
Matrix containing the discretized values
of the functional time series. The dimension of the
matrix is |
epsilon |
Value used to determine how many
eigenvalues will be returned. The eigenvalues
|
A vector containing the k
eigenvalues
greater than epsilon
.
N <- 100
v <- seq(from = 0, to = 1, length.out = 10)
sig <- 2
Y <- simulate_iid_brownian_bridge(N, v, sig)
lambda <- obtain_autocov_eigenvalues(v = v, Y = Y)