Defines functions pcdpca.scores

Documented in pcdpca.scores

#' Compute periodically correlated DPCA scores, given the filters XI
#' @param X multivariate time series
#' @param XI series of filters returned from pcdpca
#' @keywords pcdpca
#' @export
pcdpca.scores <- function(X, XI)
  period = XI$period
  Y = freqdom::filter.process(pc2stat(X,period=period), XI)

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