funcharts (version 1.7.0)

cor_mfd: Correlation Function for Multivariate Functional Data

Description

Computes the correlation function for two multivariate functional data objects of class mfd.

Usage

cor_mfd(mfdobj1, mfdobj2 = mfdobj1)

Value

A bifd object representing the correlation function of the two input objects. The output is a collection of \(p^2\) functional surfaces, each corresponding to the correlation between two components of the multivariate functional data.

Arguments

mfdobj1

An object of class mfd representing the first multivariate functional data set. It contains \(N\) observations of a \(p\)-dimensional multivariate functional variable.

mfdobj2

An object of class mfd representing the second multivariate functional data set. Defaults to mfdobj1. If provided, it must also contain \(N\) observations of a \(p\)-dimensional multivariate functional variable.

Details

The function calculates the correlation between all pairs of dimensions from the two multivariate functional data objects. The data is first scaled using scale_mfd, and the correlation is then computed as the covariance of the scaled data using cov_mfd.

Examples

if (FALSE) {
library(funcharts)
data("air")
x <- get_mfd_list(air[1:3])
cor_result <- cor_mfd(x)
plot_bifd(cor_result)
}