center.ct

Subtracts the (continuous-time) mean of each of the variables. This is analogous
to column-centering an \(n \times p\) data matrix.

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" <doi: 10.1080/10618600.2024.2374570>.

Biplab Paul

ctmva

Continuous-Time Multivariate Analysis

Philip Tzvi Reiss

Noemi Foa

Dror Arbiv

center.ct function

<dl><dt>fdobj</dt>
<dd>continuous-time multivariate data set of class <code>"fd"</code></dd></dl>

Arguments

Philip Tzvi Reiss &lt;reiss@stat.haifa.ac.il&gt;

Author

Center a continuous-time multivariate data set — center.ct

<dl>

<dt>fdobj</dt>
<dd>continuous-time multivariate data set of class <code>"fd"</code></dd>

</dl>

center.ct: Center a continuous-time multivariate data set

Description

Usage

Value

Arguments

Author

See Also