dpca.scores: Compute scores of dynamic principal components
In freqdom: Frequency Domain Analysis for Multivariate Time Series
Description
Usage
Arguments
Value
References
See Also
Description
Compute scores of a given series X using dynamic principal components XI.
Procedure can be inverted using dpca.inverse
Usage
1
dpca.scores(X, XI)
Arguments
X
series to 'project'
XI
principal components series
Value
Matrix of scores of X
References
Siegfried Hormann, Lukasz Kidzinski and Marc Hallin
Dynamic Functional Principal Component
Research report, 2012
See Also
freqdom documentation built on May 2, 2019, 5:55 p.m.
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Description Usage Arguments Value References See Also
Description
Compute scores of a given series X using dynamic principal components XI.
Procedure can be inverted using dpca.inverse
Usage
1 | dpca.scores(X, XI)
|
Arguments
X |
series to 'project' |
XI |
principal components series |
Value
Matrix of scores of X
References
Siegfried Hormann, Lukasz Kidzinski and Marc Hallin Dynamic Functional Principal Component Research report, 2012
See Also
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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