RT_svd {RTisean} | R Documentation |
SVD
Description
Performs a global SVD.
Usage
RT_svd(series,l,x=0,c=1,m=2,d=1,q)
Arguments
series |
a vector or a matrix. |
l |
number of data to be used. |
x |
number of lines to be ignored. |
c |
column to be read. |
m |
dimension of the basis |
d |
delay. |
q |
dimensions to write the time series down to. |
Value
A list composed by:
eigen |
a vector containing the singular values of the covariance matrix. |
project |
the data in the basis of the eigenvectors if q is
smaller than m ; the projected scalar time series otherwise. |
See Also
pc
Examples
## Not run:
dat<-henon(100)
svdout<-RT_svd(dat,q=1)
plot(svdout$project,t="l",xlab="Time",ylab="Projected Time series")
## End(Not run)
[Package
RTisean version 3.0-5
Index]