predict.prcomp_qts: Predict QTS from PCA decomposition

In astamm/squad: Statistics for Quaternion Temporal Data

Predict QTS from PCA decomposition

Description

This function predicts the QTS of a new sample from the PCA decomposition of a previous sample.

Usage

## S3 method for class 'prcomp_qts'
predict(object, newdata, ...)

Arguments

object	An object of class prcomp_qts as produced by the prcomp.qts_sample() method.
newdata	An object of class qts or qts_sample specifying a QTS or a sample of QTS. The QTS should be evaluated on the same grid as the one used to fit the PCA model. If the evaluation grids map the same domain but with different sampling frequenciesa, the QTS will be linearly interpolated (in the Lie algebra) to the common grid used to fit the PCA model.
...	Additional arguments. Not used here.

Value

An object of class qts_sample containing the predicted QTS.

Examples

# Fit PCA model
pr <- prcomp(vespa64$igp, M = 5)

# Predict QTS
new_qts <- predict(pr)

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