sfaGetHf: Return a SFA function as a quadratic form.

In rSFA: Slow Feature Analysis

Return a SFA function as a quadratic form.

Description

sfaGetHf returns function number NR in the sfa object referenced by HDL in the form of a quadratic form
q(x) = 1/2*x'*H*x + f'*x + c
Of course, this only works if a quadratic expansion was used during training. The quadratic form can lie in different spaces, i.e. it can receive as input preprocessed or non-preprocessed vectors. This is specified by setting the argument WHERE. The quadratic form lies - in the preprocessed space for WHERE==0 (e.g. the whitened space if the preprocessing type is PCA) - in the PCA space (i.e. projected on the principal components but not whitened, works only if PCA was used for preprocessing) for WHERE==1 - in the input, mean-free space for WHERE==2 - in the input space for WHERE==3 In general you will need to set WHERE to 2 or 3, but working in the preprocessed spaces can often drastically improve the speed of analysis.

Usage

sfaGetHf(sfaList, nr, where)

Arguments

sfaList	A list that contains all information about the handled sfa-structure
nr	function number
where	WHERE parameter

Value

list res
- res contains: res$H res$f res$c

See Also

sfa2Create

rSFA documentation built on March 29, 2022, 5:05 p.m.