pcdpca.inverse: Retrieve a process from given scores

Description Usage Arguments Value References See Also

View source: R/pcdpca.inverse.R

Description

For given scores Y and dynamic principal components XI retrive a series from which scores Y were calculated. This procedure should be seen as the inverse of pcdpca.scores.

Usage

1

Arguments

Y

scores process

XI

principal components series

Value

Retrived process X

References

Kidzinski, Kokoszka, Jouzdani Dynamic principal components of periodically correlated functional time series Research report, 2016

See Also

pcdpca.scores, pcdpca


kidzik/pcdpca documentation built on Sept. 18, 2017, 12:54 p.m.