freconstruct: Reconstruction Stage of Functional Singular Spectrum Analysis

In Rfssa: Functional Singular Spectrum Analysis

Description

This is a function for reconstructing functional time series (fts) objects from functional singular spectrum analysis (fssa) objects (including Grouping and Hankelization steps). The function performs the reconstruction step for univariate functional singular spectrum analysis (ufssa) or multivariate functional singular spectrum analysis (mfssa) depending on whether or not the input is an fssa object from ufssa or mfssa.

Usage

freconstruct(U, group = as.list(1L:10L))

Arguments

U	an object of class fssa
group	a list of numeric vectors, each vector includes indices of elementary components of a group used for reconstruction

Value

a named list of objects of class fts that are reconstructed as according to the specified groups and a numeric vector of eigenvalues

Note

refer to fssa for an example on how to run this function starting from fssa objects

See Also

fssa, fts,

Rfssa documentation built on Sept. 13, 2019, 1:05 a.m.