Squared interior product between matrices for FDA
Helper function to compute the robust Frobenius norm in the functional data analysis (FDA) scenario.
int_prod_mat_sq_funct(m, PM)
m |
Data matrix. |
PM |
Penalty matrix obtained with |
Data matrix.
Irene Epifanio
Moliner, J. and Epifanio, I., Robust multivariate and functional archetypal analysis with application to financial time series analysis, 2019. Physica A: Statistical Mechanics and its Applications 519, 195-208. https://doi.org/10.1016/j.physa.2018.12.036
library(fda) mat <- matrix(1:9, nrow = 3) fbasis <- create.fourier.basis(rangeval = c(1, 32), nbasis = 3) PM <- eval.penalty(fbasis) int_prod_mat_sq_funct(mat, PM)
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