ReMFPCA (Q5983817): Difference between revisions
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Regularized Multivariate Functional Principal Component Analysis
Language | Label | Description | Also known as |
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English | ReMFPCA |
Regularized Multivariate Functional Principal Component Analysis |
Statements
Methods and tools for implementing regularized multivariate functional principal component analysis ('ReMFPCA') for multivariate functional data whose variables might be observed over different dimensional domains. 'ReMFPCA' is an object-oriented interface leveraging the extensibility and scalability of R6. It employs a parameter vector to control the smoothness of each functional variable. By incorporating smoothness constraints as penalty terms within a regularized optimization framework, 'ReMFPCA' generates smooth multivariate functional principal components, offering a concise and interpretable representation of the data. For detailed information on the methods and techniques used in 'ReMFPCA', please refer to Haghbin et al. (2023) <doi:10.48550/arXiv.2306.13980>.
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1 July 2023
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expanded from: GPL (≥ 2) (English)
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