Rfssa (version 0.0.1)

freconstruct: Reconstruction sage of FSSA

Description

This is a function for the reconstructing functional time series from functional singular spectrum objects (including Grouping and Hankelization steps). The output is a list of functional time series corresponds to each group.

Usage

freconstruct(U, group = as.list(1L:10L))

Arguments

U

an object of class fssa

group

a list of numeric vectors, each vector includes indices of such elementary components of a group used for reconstruction.

Value

a named list of reconstructed functional time series in each groups and a numeric vector of eigenvalues.

See Also

fssa