prcomp.qts_sample: PCA for QTS Sample

In astamm/squad: Statistics for Quaternion Temporal Data

PCA for QTS Sample

Description

This is the S3 specialization of the function stats::prcomp() for QTS samples.

Usage

## S3 method for class 'qts_sample'
prcomp(x, M = 5, fit = FALSE, ...)

Arguments

x	An object of class qts_sample.
M	An integer value specifying the number of principal component to compute. Defaults to 5L.
fit	A boolean specifying whether the resulting prcomp_qts object should store a reconstruction of the sample from the retained PCs. Defaults to FALSE.
...	Arguments passed to or from other methods.

Details

The mean_qts component of the resulting object is the QTS used for centering. It it part of the prcomp_qts object because it is needed to reconstruct the sample from the retained PCs. The prcomp_qts object also contains the total variance of the sample and the percentage of variance explained by each PC.

Value

An object of class prcomp_qts which is a list with the following components:

• tpca: An object of class MFPCAfit as produced by the function MFPCA::MFPCA(),

• var_props: A numeric vector storing the percentage of variance explained by each PC,

• total_variance: A numeric value storing the total variance of the sample,

• mean_qts: An object of class qts containing the mean QTS (used for centering the QTS sample before projecting it to the tangent space),

• principal_qts: A list of qtss containing the required principal components.

Examples

res_pca <- prcomp(vespa64$igp[1:16])

astamm/squad documentation built on Jan. 26, 2024, 5:30 p.m.