pcdpca.scores: Compute periodically correlated DPCA scores, given the...

Description Usage Arguments

View source: R/pcdpca.scores.R

Description

Compute periodically correlated DPCA scores, given the filters XI

Usage

1

Arguments

X

multivariate time series

XI

series of filters returned from pcdpca


pcdpca documentation built on May 2, 2019, 3:38 p.m.