Description Usage Arguments Value
If mat is a matrix with no columns, the all 0-vector is returned. Be warned that the first principal component is not unique, as the negative of the returned value is also a valid first principal component. We use the first principal component decided upon by stat::princomp.
1 | reduce_pca(mat)
|
mat |
The matrix where each column represents a time series with nrow(mat) values. |
A vector with nrow(mat) values
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