A step in the SFA2 algorithm.

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Description

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

Usage

1
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

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