sim_kl

fdars_core::simulation

Function sim_kl 

Source 
pub fn sim_kl(
    n: usize,
    phi: &[f64],
    m: usize,
    big_m: usize,
    lambda: &[f64],
    seed: Option<u64>,
) -> Vec<f64>
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 × M) in column-major format
  • m - Number of evaluation points
  • big_m - Number of eigenfunctions
  • lambda - Eigenvalues (length M)
  • seed - Optional random seed for reproducibility

§Returns

Data matrix (n × m) in column-major format