dpca.inverse

<p>For given scores <code>Y</code> and dynamic principal components <code>XI</code>
retrive a series from which scores <code>Y</code> were calculated.
This procedure should be seen as the inverse of <code><a rd-options="" href="/link/dpca.scores?package=freqdom&version=1.0.4" data-mini-rdoc="freqdom::dpca.scores">dpca.scores</a></code>.</p>

Methods for the analysis of multivariate time series using frequency domain techniques. Implementations of dynamic principle components analysis (DPCA) and estimators of operators in lagged regression. Examples of usage in functional data analysis setup.

Kidzinski L

freqdom

Frequency Domain Analysis for Multivariate Time Series

dpca.inverse function

<p>For given scores <code>Y</code> and dynamic principal components <code>XI</code>
retrive a series from which scores <code>Y</code> were calculated.
This procedure should be seen as the inverse of <code><a rd-options='' href='dpca.scores'>dpca.scores</a></code>.</p>

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dpca.inverse: Retrieve a process from given scores

Description

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See Also