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rSFA (version 1.00)

sfa2Create: Create structured list for expanded SFA

Description

Create structured list for expanded SFA

Usage

sfa2Create(ppRange, sfaRange, ppType = "SFA1",
    axType = "ORD1", regCt = 0, opts = NULL,
    xpDimFun = xpDim, sfaExpandFun = sfaExpand)

Arguments

ppRange
number of dimensions to be kept after preprocessing step
sfaRange
number of slowly-varying functions to be kept
ppType
preprocessing type: ="PCA" (principal component analysis) or ="SFA1" (linear sfa)
axType
is the type of derivative approximation to be used, see: sfaTimediff
regCt
regularization constant is not used at the moment
opts
optional list of additional options
xpDimFun
Function to calculate dimension of expanded data
sfaExpandFun
Function to expand data

Value

  • list sfaList contains all settings for sfa2

References

sfa2 sfaStep sfa1Create