get_eigen: Get eigenanalysis results
In statKim/robfpca: Functional principal component analysis for partially observed elliptical process
get_eigen R Documentation
Get eigenanalysis results
Description
Get eigenanalysis results including eigenvalues, corresponding eigenvectors, and a proportion of variance explained (PVE)
Usage
get_eigen(cov, grid)
Arguments
cov
a matrix of covariance matrix
grid
a vector containing observed time points. (same with dimension of cov)
Value
a list contatining follows:
lambda
a vector of positive eigenvalues
phi
a matrix containing columnwise eigenvectors
PVE
a vector containing proportion of variance explained
cov_psd
a matrix containing covariance matrix transformed via positive semi-definite
statKim/robfpca documentation built on April 15, 2023, 10:12 p.m.
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| get_eigen | R Documentation |
Get eigenanalysis results
Description
Get eigenanalysis results including eigenvalues, corresponding eigenvectors, and a proportion of variance explained (PVE)
Usage
get_eigen(cov, grid)
Arguments
cov |
a matrix of covariance matrix |
grid |
a vector containing observed time points. (same with dimension of |
Value
a list contatining follows:
lambda |
a vector of positive eigenvalues |
phi |
a matrix containing columnwise eigenvectors |
PVE |
a vector containing proportion of variance explained |
cov_psd |
a matrix containing covariance matrix transformed via positive semi-definite |
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.
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