pca.tpdm: Principal Component Analysis for TPDM
| pca.tpdm | R Documentation |
Principal Component Analysis for TPDM
Description
Calculates principal component analysis (PCA) of given TPDM
Usage
pca.tpdm(Sigma, data)
Arguments
Sigma |
A n x n data array, containing the TPDM, can be output of est.tpdm. |
data |
A t x n dimensional, numeric Data-matrix with t: Number of time steps and n: Number of grid points/stations. |
Value
list containing
pc: The Principal Components of TPDM
basis: The Eigenvectors of TPDM
extremal.basis: The Eigenvectors of TPDM but transformed in positive reals with trans
Author(s)
Yuing Jiang, Dan Cooley
References
Jiang & Cooley (2020) <doi:10.1175/JCLI-D-19-0413.1>
