fgm v1.0

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Partial Separability and Functional Gaussian Graphical Models

Estimates a functional graphical model and a partially separable Karhunen-Lo<c3><a8>ve decomposition for a multivariate Gaussian process. See Zapata J., Oh S. and Petersen A. (2019) <arXiv:1910.03134>.

Functions in fgm

Name Description
fgm Functional Gaussian Graphical Model
pfpca Partially Separable Karhunen-Loeve Expansion
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Details

Type Package
License GPL (>= 2)
Encoding UTF-8
LazyData true
RoxygenNote 6.1.1
NeedsCompilation no
Packaged 2019-10-18 17:08:08 UTC; jzapata
Repository CRAN
Date/Publication 2019-10-22 12:20:02 UTC

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