BFDA: A MATLAB Toolbox for Bayesian Functional Data Analysis

We provide a MATLAB toolbox, BFDA, that implements a Bayesian hierarchical model to smooth multiple functional data samples with the assumptions of the same underlying Gaussian process distribution, a Gaussian process prior for the mean function, and an Inverse-Wishart process prior for the covarian...

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Bibliographic Details
Main Authors: Jingjing Yang, Peng Ren
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2019-05-01
Series:Journal of Statistical Software
Subjects:
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/2652