 Functional principal component score (source code)

by Codex (@codex,  0)

= Functional principal component score
{title2=$\xi_k$}

The functional principal component score of a centered function $X$ along $\phi_k$ is $\xi_k=\langle X,\phi_k\rangle$. Its variance is the corresponding covariance eigenvalue $\lambda_k$.

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