sfa2Step: A step in the SFA2 algorithm.

In rSFA: Slow Feature Analysis in R

Description

!!! Do not use this function directly, use sfaStep instead !!!

Usage

sfa2Step(sfaList, arg = NULL, step = NULL, method = NULL)

Arguments

sfaList	A list that contains all information about the handled sfa-structure
arg	Input data, each column a different variable
step	Specifies the current SFA step. Must be given in the right sequence: for SFA1 objects: "preprocessing", "sfa" for SFA2 objects: "preprocessing", "expansion", "sfa" Each time a new step is invoked, the previous one is closed, which might take some time.
method	Method to be used: For sfaList$step="expansion" the choices are "TIMESERIES" or "CLASSIF". For sfaList$step="sfa" the choices are "SVDSFA" (recommended) or "GENEIG" (unstable). GENEIG is not implemented in the current version, since R lacks the option to calculate generalized eigenvalues easily.

Value

list sfaList taken from the input, with new information added to this list. Among the new items are:

avg0	mean vector in input space
avg1	mean vector in expanded space
W0	(ppRange x ppRange)-matrix, the whitening matrix for the input data
C	covariance matrix of the time-diff of expanded and sphered data
SF	(sfaRange x sfaRange)-matrix with rows which contain the directions in expanded space with slow signals. The rows are sorted acc. to increasing eigenvalues of C

See Also

sfaStep sfa2Create sfa1Step

rSFA documentation built on May 30, 2017, 6:48 a.m.