R/02-DimensionReduction-H-calculatePCAFactors.R

#Now calculate dominant-residual model by obtaining PCA Factors
#*******HIDE THIS
calculatePCAFactors<-function(timeSeriesMatrix,dominantEigenVectors){
  
  tsEigenProduct(timeSeriesMatrix,dominantEigenVectors)
  
}
erolbicero/propfolio documentation built on May 16, 2019, 8:48 a.m.