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sim_kl

Function sim_kl 

Source
pub fn sim_kl(
    n: usize,
    phi: &FdMatrix,
    big_m: usize,
    lambda: &[f64],
    seed: Option<u64>,
) -> FdMatrix
Expand description

Simulate functional data via Karhunen-Loève expansion.

Generates n curves using the truncated KL representation: f_i(t) = Σ_{k=1}^{M} ξ_{ik} φ_k(t) where ξ_{ik} ~ N(0, λ_k)

§Arguments

  • n - Number of curves to generate
  • phi - Eigenfunctions matrix (m × big_m) as FdMatrix
  • big_m - Number of eigenfunctions
  • lambda - Eigenvalues (length big_m)
  • seed - Optional random seed for reproducibility

§Returns

Data FdMatrix of size n × m