pc {RTisean} | R Documentation |
Writes the projections of a time series onto the largest principal components
pc(series, m, d = 1, q = 2, l, x = 0, c = 1)
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. |
A matrix containing the projections onto the largest principal components as columns.
## 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)