Description Usage Arguments Value Examples
Fit marginal distributions for noisy principal components - assumes student t distributions or normal distributions
1 | fitMarginalResidual(timeSeriesMatrix, residualEigenValues, residualEigenVectors)
|
timeSeriesMatrix |
xts time series matrix |
residualEigenVectors |
noisy eigenvectors determined by dominantEigenvectors |
resudualEigenValues |
noisy eigenvalues determined by dominantEigenvectors |
a list with normal or student t distribution fits for each component
1 | none
|
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