int_prod_mat_sq_funct {adamethods}

Squared interior product between matrices for FDA

Description

Helper function to compute the robust Frobenius norm in the functional data analysis (FDA) scenario.

Usage

int_prod_mat_sq_funct(m, PM)

Arguments

m

Data matrix.

PM

Penalty matrix obtained with eval.penalty.

Value

Data matrix.

Author(s)

Irene Epifanio

References

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

Examples

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)