prepare_for_robpca: Helpfunction: prepares object to perform robust PCA on.

In RCTS: Clustering Time Series While Resisting Outliers

Helpfunction: prepares object to perform robust PCA on.

Description

It contains options to use the classical or robust covmatrix or no covariance matrix at all.

Usage

prepare_for_robpca(object, NN, TT, option = 3)

Arguments

object	this is the object of which we may take the covariance matrix and then to perform robust PCA on
NN	N
TT	T
option	1 (robust covmatrix), 2 (classical covmatrix), 3 (no covmatrix)

Value

matrix

RCTS documentation built on May 31, 2023, 9:20 p.m.