Description Usage Arguments Value Examples
This function performs a linear transformation of the data where the new time series are mutually orthogonal with identity covariance matrix. The input is a matrix of column vector time series.
1 | maf(x)
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x |
A matrix where each column is a time series. The number of rows must be greater than the number of columns |
An object of class "Maf" containing the following items:
x
The original data matrix.
autocor
A vector of autocorrelations for each maf factor.
rotation
A matrix of rotation vectors, each column representing a vector, with the first column containing the first rotation (MAF1), the second representing the second rotation and so on. Each column's squares sum to 1.
mafs
Contains the matrix with maf factors in the columns, with highest autocorrelation in the first column.
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