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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