ReMFPCA
Regularized Multivariate Functional Principal Component Analysis
Mehdi Maadooliat, Yue Zhao, Hossein Haghbin
Last update: 1 July 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.0.0
Methods and tools for implementing regularized multivariate functional principal component analysis ('ReMFPCA') for multivariate functional data whose variables might be observed over different dimensional domains. 'ReMFPCA' is an object-oriented interface leveraging the extensibility and scalability of R6. It employs a parameter vector to control the smoothness of each functional variable. By incorporating smoothness constraints as penalty terms within a regularized optimization framework, 'ReMFPCA' generates smooth multivariate functional principal components, offering a concise and interpretable representation of the data. For detailed information on the methods and techniques used in 'ReMFPCA', please refer to Haghbin et al. (2023) <doi:10.48550/arXiv.2306.13980>.
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