pseudoinverse

<p>Invert first <code>K</code> eigendirections of the matrix. If <code>K</code> is
not specified the functions takes direction with eigencalues grater
than given treshold <code>th</code>.
If <code>th</code> is also not specified then all direction are inverted
(equivalent to <code><a rd-options="base" href="/link/solve?package=freqdom&version=1.0.4&to=base" data-mini-rdoc="base::solve">solve</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

pseudoinverse function

<p>Invert first <code>K</code> eigendirections of the matrix. If <code>K</code> is
not specified the functions takes direction with eigencalues grater
than given treshold <code>th</code>.
If <code>th</code> is also not specified then all direction are inverted
(equivalent to <code><a rd-options='base' href='solve'>solve</a></code>)</p>

pseudoinverse: Invert first K eigendirections of the matrix.

Description

Usage

Arguments

Value