Description Usage Arguments Value References See Also

View source: R/pcdpca.inverse.R

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`

.

1 | ```
pcdpca.inverse(Y, XI)
``` |

`Y` |
scores process |

`XI` |
principal components series |

Retrived process X

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

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

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