rSFA (version 1.00)

sfaStep: Update a step of the SFA algorithm.

Description

sfaStep() updates the current step of the SFA algorithm. Example: suppose you have divided your training data into two chunks, DATA1 and DATA2. Let the number of input dimensions be N. To apply SFA on them write: sfaL = sfa2Create(N,xpDim(N)) sfaL = sfaStep(hdl, DATA1, "preprocessing") sfaL = sfaStep(hdl, DATA2) sfaL = sfaStep(hdl, DATA1, "expansion") sfaL = sfaStep(hdl, DATA2) sfaL = sfaStep(hdl, NULL, "sfa") output1 = sfaExecute(hdl, DATA1) output2 = sfaExecute(hdl, DATA2)

Usage

sfaStep(sfaList, arg, 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". Irrelevant if sfa1step is used. GENEIG is not implemented in the current version, since R lacks the option to calculate gener

Value

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

References

sfa1Create sfa2Create sfaExecute