Expand description
FACE fast-sandwich covariance for sparse/irregular functional data.
This module adds the FACE (Fast Covariance Estimation) family that the R
face / mfaces packages expose and that fdars previously lacked:
face_covariance— a fast-sandwich covariance surface for sparse/irregular functional data.mface_covariance— its multivariate (mfaces) block extension for several simultaneously-observed sparse variables.face_trajectory— fitted continuous trajectories with pointwise confidence bands (a thin reuse of the shipped PACE FPCA path).
§Divergence from refund::face
refund::face builds the covariance with a penalized tensor-product spline
sandwich smoother (P-FACE). fdars instead sandwiches the existing
kernel-smoothed sparse covariance (crate::irreg_fdata::cov_irreg) with a
separable Gaussian smoother and projects the result to the nearest PSD matrix
(a kernel-FACE, K-FACE). The two match by capability — a fast, symmetric,
positive-semidefinite covariance surface for sparse data — not by exact
internals. This keeps the estimator additive and dependency-free (it reuses
cov_irreg and the Phase-37 sandwich smoother), per the milestone constraint.
Structs§
- Mface
CovResult - Multivariate FACE block covariance across several sparse variables.
Functions§
- face_
covariance - FACE fast-sandwich covariance surface for sparse/irregular functional data.
- face_
trajectory - Fitted continuous trajectories with pointwise confidence bands for sparse functional data.
- mface_
covariance - Multivariate FACE (
mfaces) block covariance acrossP >= 2sparse variables.