Continuous-time multivariate analysis

Description

Implements continuous-time analogues of several classical techniques of multivariate analysis. The inputs are "fd" (functional data) objects from the fda package.

Author(s)

Biplab Paul <paul.biplab497@gmail.com> and Philip Tzvi Reiss <reiss@stat.haifa.ac.il>

References

Reiss, Philip T. and Paul, Biplab (2022). Continuous-time multivariate analysis. Preprint.

Ramsay, James O. and Silverman, Bernard W. (2005). Functional Data Analysis, 2nd ed., Springer, New York.

Ramsay, J. O.; Hooker, Giles and Graves, Spencer (2009). Functional Data Analysis with R and Matlab, Springer, New York.