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) .


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install.packages("fgm")

1.0 by Javier Zapata, a month ago


Browse source code at https://github.com/cran/fgm


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