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rSFA (version 1.00)

sfa1Step: A step in the SFA1 algorithm.

Description

!!! Do not use this function directly, use sfaStep instead !!!

Usage

sfa1Step(sfaList, arg = NULL, step = NULL, method = NULL)

Arguments

sfaList
A list that contains all information about the handled sfa-structure
arg
Input data, each column a different variable
step
Specifies the current SFA step. Must be given in the right sequence: for SFA1 objects: "preprocessing", "sfa" for SFA2 objects: "preprocessing", "expansion", "sfa" Each time a new step is invoked, the previous one is closed, which might take
method
Method to be used: "SVDSFA" (recommended) or "GENEIG" (unstable) for step="sfa" Else use "TIMESERIES" or "CLASSIF". GENEIG is not implemented in the current version, since R lacks the option to calculate generalized eigenvalues easily.

Value

  • list sfaList - sfaList like the input, new information added to this list.

References

sfaStep sfa1Create sfa2Step