fda.usc (version 0.9.4)

rproc2fdata: Generate random process of fdata class.

Description

Generate Functional data from: Ornstein-Uhlenbeck process, Brownian process, Gaussian process or exponential variogram process.

Usage

rproc2fdata(n,t,mu=rep(0,length(t)),sigma=1,
par.list=list("scale"=1,"theta"=1/3),norm=FALSE,...)

Arguments

n

Number of functional data to generate.

t

Discretization points.

mu

a vector giving the means of the discretization poins.

sigma

if is a character: create a covariance matrix of the variables indicated in the argument, if is a positive-definite symmetric matrix specifying the covariance matrix of the variables. If is a integer, create the sigma as: sigma=diag(ncol(fdataobj))*si

par.list

List of parameter to process.

norm

=TRUE the norm of random projection is 1.

...

Further arguments passed to or from other methods.

Value

• Return a fdata class object.

References

cuales

Examples

par(mfrow=c(3,2))
plot(rproc2fdata(200,seq(0,1,len=30),sigma="OU",par.list=list("sca"=1)))
plot(rproc2fdata(200,seq(0,1,len=30),sigma="vexponential"))
plot(rproc2fdata(200,seq(0,1,len=30),sigma=1))
plot(rproc2fdata(200,seq(0,1,len=30),sigma=diag(30)))
plot(rproc2fdata(200,seq(0,1,len=30),sigma="brownian"))
plot(rproc2fdata(200,seq(0,1,len=30),sigma="wiener"))
#plot(rproc2fdata(200,seq(0,1,len=30),sigma="oo")) # this is a error