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fpcb -- Functional Predictive Confidence Bands

fpcb provides estimation and prediction functions for autoregressive Hilbert processes of order one within the framework of reproducing kernel Hilbert spaces.

Installation

You can install the released version of fpcb from CRAN with (soon) :

install.packages("fpcb")

Or install the development version from GitHub with:

# install.packages("remotes")
remotes::install_github("nicolashernandezb/fpcb")

Example

This is a basic example which shows you how to solve a common problem:

library(fpcb)
## basic example code

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Version

Install

install.packages('fpcb')

Monthly Downloads

66

Version

0.1.0

License

GPL (>= 3)

Maintainer

Nicolc3<a1>s Hern<c3><a1>ndez

Last Published

June 7th, 2021

Functions in fpcb (0.1.0)

rk

kernel function
fdata_rkhs

functional data in rkhs
fpcb-package

Predictive confindence bands for functional time series forecasting
predict_rkhs

Predict functional time series using ARH RKHS.
arh_rkhs

Autoregressive Hilbertian Model using RKHS