Description Usage Arguments Details Value See Also Examples

Generic function for the factor vector calculation given the SSA decomposition.

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`x` |
SSA object holding the decomposition. |

`idx` |
indices of the factor vectors to compute. |

`...` |
additional arguments to 'calc.v'. |

Factor vector is a column of the factor matrix V, which is calculated as follows:

*
V = Σ^(-1) X^T U,
*

where X is a Hankel trajectory matrix, U is the matrix of eigenvectors and Sigma is a matrix of singular values.

A numeric vector of suitable length (usually depends on SSA method and window length).

`Rssa`

for an overview of the package, as well as,
`ssa-object`

,
`ssa`

,
`decompose`

,

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