pc {RTisean}R Documentation

Embed using principal components

Description

Writes the projections of a time series onto the largest principal components

Usage

pc(series, m, d = 1, q = 2, l, x = 0, c = 1)

Arguments

series a vector or a matrix.
m initial embedding dimension.
d delay for initial embedding.
q number of principal components.
l number of values to be skipped.
x number of values to be skipped.
c column to be read.

Value

A matrix containing the projections onto the largest principal components as columns.

See Also

svd, princomp, prcomp

Examples

## Not run: 

dat <- henon(100)
prcomp <- pc(dat, m=1)
plot(prcomp,t="l",main="Projection on the first component",xlab="Time",ylab="Projected time series")

## End(Not run)

[Package RTisean version 3.0.10 Index]