Partial Separability and Functional Gaussian Graphical Models

Estimates a functional graphical model and a partially separable Karhunen-Loève decomposition for a multivariate Gaussian process. See Zapata J., Oh S. and Petersen A. (2019) .


Reference manual

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1.0 by Javier Zapata, a year ago

Browse source code at

Authors: Javier Zapata [cre] , Sang-Yun Oh [aut] , Alexander Petersen [aut]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports JGL, fdapace

Suggests mvtnorm, fda, knitr, rmarkdown

See at CRAN