Continuous-Time Multivariate Analysis
Description
Implements a basis function or functional data analysis framework
for several techniques of multivariate analysis in continuous-time
setting. Specifically, we introduced continuous-time analogues of
several classical techniques of multivariate analysis, such as
principal component analysis, canonical correlation analysis,
Fisher linear discriminant analysis, K-means clustering, and so
on. Details are in Biplab Paul, Philip T. Reiss, Erjia Cui and Noemi Foa (2025)
"Continuous-time multivariate analysis" .