ctmva

Authors Biplab Paul, Philip Tzvi Reiss, Noemi Foa, Dror Arbiv

Last update 1 February 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.1.0, 1.0, 1.2.0, 1.3.0, 1.4.0, PACKAGES.rds, 1.5.0, 1.6.0

Description

Implements a basis function or functional data analysis framework for several techniques of multivariate analysis in continuous-time setting. Specifically, we introduced continuous-time analogues of several classical techniques of multivariate analysis, such as principal component analysis, canonical correlation analysis, Fisher linear discriminant analysis, K-means clustering, and so on. Details are in Biplab Paul, Philip T. Reiss, Erjia Cui and Noemi Foa (2025) "Continuous-time multivariate analysis" <doi:10.1080/10618600.2024.2374570>.

Cites work

Continuous-Time Multivariate Analysis

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