sfaGetHf: Return a SFA function as a quadratic form.
Description
sfaGetHf returns function number NR in the sfa object
referenced by HDL in the form of a quadratic form
q(x)
= 1/2*x'*H*x + f'*x + c
Of course, this only works if
a quadratic expansion was used during training. The
quadratic form can lie in different spaces, i.e. it can
receive as input preprocessed or non-preprocessed
vectors. This is specified by setting the argument WHERE.
The quadratic form lies - in the preprocessed space for
WHERE==0 (e.g. the whitened space if the preprocessing
type is PCA) - in the PCA space (i.e. projected on the
principal components but not whitened, works only if PCA
was used for preprocessing) for WHERE==1 - in the input,
mean-free space for WHERE==2 - in the input space for
WHERE==3 In general you will need to set WHERE to 2 or 3,
but working in the preprocessed spaces can often
drastically improve the speed of analysis.
Usage
sfaGetHf(sfaList, nr, where)
Arguments
sfaList
A list that contains all information about
the handled sfa-structure