mGSFPCA
0.2.2Estimate Functional Principal Components from Sparse Data
Overview
Implements functional principal component analysis (FPCA) for univariate and multivariate sparse functional data. The package estimates eigenfunctions, eigenvalues, and error variance simultaneously via maximum likelihood estimation (MLE), using a spline basis representation of the eigenfunctions. Orthonormality of the estimated eigenfunctions is enforced through a modified Gram-Schmidt (MGS) orthogonalization procedure applied iteratively during estimation, avoiding direct optimization over the Stiefel manifold and improving numerical stability. The optimal number of basis functions and principal components is selected via an Akaike Information Criterion (AIC)-type criterion, supporting both a full grid-search strategy and a computationally efficient sequential selection approach. Principal component scores are estimated by conditional expectation, enabling reconstruction of individual trajectories over the entire domain from sparse observations. Pointwise confidence intervals for reconstructed trajectories are also provided. Methods are described in Mbaka, Cao and Carey (2026) doi:10.48550/arXiv.2603.18833 and Mbaka and Carey (2026) doi:10.48550/arXiv.2603.19799.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-0812 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- OK2026-05-097 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 50%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 43%
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Code & Tests
Datasets
People & History
1 release. R releases are shown for context.
- 0.2.2Latest2026-05-08 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-05-08
- Total releases
- 1 / 1 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 2.10
- Bundled data
- 1.4 MB / 2 files
- Download size
- 1.4 MB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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