dpca.scores

<p>Compute scores of a given series <code>X</code> using dynamic principal components <code>XI</code>.
Procedure can be inverted using <code><a rd-options="" href="/link/dpca.inverse?package=freqdom&version=1.0.4" data-mini-rdoc="freqdom::dpca.inverse">dpca.inverse</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.scores function

<p>Compute scores of a given series <code>X</code> using dynamic principal components <code>XI</code>.
Procedure can be inverted using <code><a rd-options='' href='dpca.inverse'>dpca.inverse</a></code></p>

dpca.scores: Compute scores of dynamic principal components

Description

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See Also