pcdpca.inverse: Retrieve a process from given scores
In kidzik/pcdpca: Dynamic Principal Components for Periodically Correlated Functional Time Series
Description
Usage
Arguments
Value
References
See Also
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
pcdpca.inverse(Y, XI)
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
kidzik/pcdpca documentation built on May 22, 2019, 12:23 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value References See Also
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 | pcdpca.inverse(Y, XI)
|
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
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.