# fwcor: Weighted Correlation Matrix In Rfssa: Functional Singular Spectrum Analysis

## Description

This function returns the weighted correlation (w-correlation) matrix for functional time series (`fts`) objects that were reconstructed from functional singular spectrum analysis (`fssa`) objects.

## Usage

 `1` ```fwcor(U, groups) ```

## Arguments

 `U` An object of class `fssa`. `groups` A list or vector of indices which determines the grouping used for the reconstruction in pairwise w-correlations matrix.

## Value

A square matrix of w-correlation values for the reconstructed `fts` objects that were built from. `fssa` components

`fssa`, `freconstruct`, `fts`, `wplot`
 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50``` ```## Not run: ## Univariate FSSA Example on Callcenter data require(Rfssa) load_github_data("https://github.com/haghbinh/Rfssa/blob/master/data/Callcenter.RData") ## Define functional objects D <- matrix(sqrt(Callcenter\$calls), nrow = 240) N <- ncol(D) time <- seq(ISOdate(1999, 1, 1), ISOdate(1999, 12, 31), by = "day") K <- nrow(D) u <- seq(0, K, length.out = K) d <- 22 # Optimal Number of basis elements ## Define functional time series Y <- fts(list(D), list(list(d, "bspline")), list(u)) Y plot(Y, mains = c("Sqrt of Call Center Data")) ## Univariate functional singular spectrum analysis L <- 28 U <- fssa(Y, L) ufwcor <- fwcor(U = U, groups = list(1, 2, 3)) wplot(W = ufwcor) ## Multivariate W-Correlation Example on Bivariate Satelite Image Data require(Rfssa) load_github_data("https://github.com/haghbinh/Rfssa/blob/master/data/Jambi.RData") ## Raw image data NDVI <- Jambi\$NDVI EVI <- Jambi\$EVI time <- Jambi\$Date ## Kernel density estimation of pixel intensity D0_NDVI <- matrix(NA, nrow = 512, ncol = 448) D0_EVI <- matrix(NA, nrow = 512, ncol = 448) for (i in 1:448) { D0_NDVI[, i] <- density(NDVI[, , i], from = 0, to = 1)\$y D0_EVI[, i] <- density(EVI[, , i], from = 0, to = 1)\$y } ## Define functional objects d <- 11 D <- list(D0_NDVI, D0_EVI) B0 <- list(list(d, "bspline") B1 <- list(d + 4, "fourier")) U <- list(c(0, 1), c(0, 1)) Y <- fts(D, B0, B1, U) plot(Y) U <- fssa(Y = Y, L = 45) L <- 45 mfwcor <- fwcor(U = U, groups = list(1, 2, 3, 4)) wplot(W = mfwcor) ## End(Not run) ```