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tidyfun / tf

S3 classes and methods for tidy functional data
https://tidyfun.github.io/tf/
GNU Affero General Public License v3.0
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do weighted LS for fpc_wsvd #29

Open fabian-s opened 2 years ago

fabian-s commented 2 years ago

https://github.com/tidyfun/tf/blob/429afd9c1709b5e564834652bae52096c047ba63/R/tfb-fpc-utils.R#L40

should prob. also weight by variance of "unexplained rest" from truncated eigenfunctions to avoid overfitting in high-variance regions of domain...