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Rfssa (version 2.1.0)

fts: Functional Time Series Class

Description

This function is used to create functional time series (fts) objects from lists of discretely sampled data, basis specifications, and grid elements which provide the domain that each variable is observed over. Each variable is assumed to be observed over a regular and equidistant grid. In addition, each variable in the fts is assumed to be observed over a one or two-dimensional domain.

Usage

fts(X, B, grid, time = NULL)

Arguments

X

A list of length p where p is a positive integer specifying the number of variables observed in the fts. Each entry in the list should be a matrix or an array.

B

A list of length p. Each entry in the list should be either a matrix specifying the basis for each variable or each list entry should be a list specifying the number of basis elements and desired basis type to be used in the smoothing process.

grid

A list of length p. Each entry in the list should either be a numeric or a list of numeric elements depending on the dimension of the domain the variable is observed over.

time

A character vector where each entry specifies the time an observation is made.

See Also

fssa