ctmva-internal

mygen

trapwts

Internal helper functions for ctmva

internal

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

ctmva-internal function

<ul>
<li><code>mygen()</code>: Modified version of eigen</li>
<li><code>trapwts()</code>: Trapezoid weights</li>
</ul>

Functions

Internal helper functions for ctmva — ctmva-internal

Internal helper functions for ctmva

ctmva-internal: Internal helper functions for ctmva

Description

Usage

Arguments

Functions