Description
Predictive Confidence Bands for Functional Time Series Forecasting.
Description
Functions to represent functional objects under a Reproducing Kernel Hilbert Space (RKHS) framework as described in Muñoz & González (2010). Autoregressive Hilbertian Model for functional time series using RKHS and predictive confidence bands construction as proposed in Hernández et al (2021).
README.md
fpcb -- Functional Predictive Confidence Bands
fpcb provides estimation and prediction functions for autoregressive Hilbert processes of order one within the framework of reproducing kernel Hilbert spaces.
Installation
You can install the released version of fpcb from CRAN with (soon) :
install.packages("fpcb")
Or install the development version from GitHub with:
# install.packages("remotes")
remotes::install_github("nicolashernandezb/fpcb")
Example
This is a basic example which shows you how to solve a common problem:
library(fpcb)
## basic example code