maf: Maximum Autocorrelation Factors

In matzhaugen/maf: Maximum Autocorrelation Factors

Description

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.

Usage

maf(x)

Arguments

x	A matrix where each column is a time series. The number of rows must be greater than the number of columns

Value

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.

Examples

# Extract mafs from dataset
maf.object = maf(treeringTimeseries)
# Plot the first 6 mafs with undertainty estimates and estimate number of 
# significant mafs contained in the dataset
plot(maf.object) 

matzhaugen/maf documentation built on May 21, 2019, 1:36 p.m.