Description Usage Arguments Value References See Also
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 dpca.scores
.
1 | dpca.inverse(Y, XI)
|
Y |
scores process |
XI |
principal components series |
Retrived process X
Siegfried Hormann, Lukasz Kidzinski and Marc Hallin Dynamic Functional Principal Component Research report, 2012
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