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]