Module irreg_fdata

Module irreg_fdata 

Source
Expand description

Irregular functional data operations.

This module provides data structures and algorithms for functional data where observations have different evaluation points (irregular/sparse sampling).

§Storage Format

Uses a CSR-like (Compressed Sparse Row) format for efficient storage:

  • offsets[i]..offsets[i+1] gives the slice indices for observation i
  • argvals and values store all data contiguously

This format is memory-efficient and enables parallel processing of observations.

§Example

For 3 curves with varying numbers of observation points:

  • Curve 0: 5 points
  • Curve 1: 3 points
  • Curve 2: 7 points

The offsets would be: [0, 5, 8, 15]

Structs§

IrregFdata
Compressed storage for irregular functional data.

Functions§

cov_irreg
Estimate covariance at a grid of points using local linear smoothing.
integrate_irreg
Compute integral of each curve using trapezoidal rule.
integrate_irreg_struct
Compute integral for IrregFdata struct.
mean_irreg
Estimate mean function at specified target points using kernel smoothing.
metric_lp_irreg
Compute pairwise Lp distances for irregular functional data.
norm_lp_irreg
Compute Lp norm for each curve in irregular functional data.
to_regular_grid
Convert irregular data to regular grid via linear interpolation.