svd.tpdm: Singular Value decomposition for cross-TPDM
| svd.tpdm | R Documentation |
Singular Value decomposition for cross-TPDM
Description
Calculates singular value decomposition (SVD) of given cross-TPDM
Usage
svd.tpdm(Sigma, X, Y)
Arguments
Sigma |
A n x n data array, containing the cross-TPDM, can be output of est.tpdm. |
X |
A t x n dimensional, numeric Data-matrix with t: Number of time steps and n: Number of grid points/stations. |
Y |
Same as X but for second variable. |
Value
List containing
pcU, pcV: The left- and right expansion coefficients of cross-TPDM
U, V: The left- and right singular Vectors of cross-TPDM
extr.U, extr.V: The left- and right singular vectors of cross-TPDM, but transformed in positive reals with trans
