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20 changes: 11 additions & 9 deletions FPCAsimulation/Metainfo.txt
Original file line number Diff line number Diff line change
@@ -1,9 +1,11 @@

Name of Quantlet: FPCAsimulation

Published in: Functional Principal Component Analysis for Derivatives of High-Dimensional Spatial Curves
Published in: 'Functional Principal Component Analysis for Derivatives of
High-Dimensional Spatial Curves'

Description: Starts a simulation as described in the article and performs a comparison of the methods.
Description: 'Starts a simulation as described in the article and performs
a comparison of the methods.'

Keywords: simulation, FPCA, surface, second derivative, state price density

Expand All @@ -15,14 +17,14 @@ Submitted: Maria Grith


Input:
-"reps - Repetitions +1"
-"Nn - Vector of to simulate curves per trail"
-"Tt - Vector of to simulate observations per curve"
- "reps - Repetitions +1"
- "Nn - Vector of to simulate curves per trail"
- "Tt - Vector of to simulate observations per curve"

Output:
-"meanM - Matrix of Mean MSE with entries for each value of Nn and Tt"
-"varV - Matrix of variances of MSE with entries for each value of Nn and Tt"
-"medM - Matrix of medians of MSE with entries for each value of Nn and Tt"
-"iqrM - Matrix of IQR of MSE with entries for each value of Nn and Tt"
- "meanM - Matrix of Mean MSE with entries for each value of Nn and Tt"
- "varV - Matrix of variances of MSE with entries for each value of Nn and Tt"
- "medM - Matrix of medians of MSE with entries for each value of Nn and Tt"
- "iqrM - Matrix of IQR of MSE with entries for each value of Nn and Tt"