pcaPACE: Estimate the functional principal components

In fda: Functional Data Analysis

Estimate the functional principal components

Description

Carries out a functional PCA with regularization from the estimate of the covariance surface

Usage

  pcaPACE(covestimate, nharm, harmfdPar, cross)

Arguments

covestimate	a list with the two named entries "cov.estimate" and "meanfd"
nharm	the number of harmonics or principal components to compute.
harmfdPar	a functional parameter object that defines the harmonic or principal component functions to be estimated.
cross	a logical value: if TRUE, take into account the cross covariance for estimating the eigen functions.

Value

an object of class "pca.fd" with these named entries:

harmonics	a functional data object for the harmonics or eigenfunctions
values	the complete set of eigenvalues
scores	NULL. Use "scoresPACE" for estimating the pca scores
varprop	a vector giving the proportion of variance explained by each eigenfunction
meanfd	a functional data object giving the mean function

fda documentation built on May 31, 2023, 9:19 p.m.