dpca.inverse: Retrieve a process from given scores
Description
For given scores Y and dynamic principal components XI
retrive a series from which scores Y were calculated.
This procedure should be seen as the inverse of dpca.scores.
Usage
dpca.inverse(Y, XI)
Arguments
Y
scores process
XI
principal components series
Value
Retrived process X
References
Siegfried Hormann, Lukasz Kidzinski and Marc Hallin
Dynamic Functional Principal Component
Research report, 2012