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rSFA (version 1.01)

sfa2Create: Create structured list for expanded SFA

Description

'Expanded' SFA means that the input data are expanded into a higher-dimensional space with the function sfaExpandFun. See sfaExpand for the default expansion function.

Usage

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

Arguments

ppRange
umber of dimensions to be kept after preprocessing step - or - a two-number vector with lower and upper dimension number
sfaRange
umber of slowly-varying functions to be kept
ppType
preprocessing type: ="PCA", "PCA2" (principal component analysis) or ="SFA1" (linear sfa)
axType
is the type of derivative approximation to be used, see sfaTimediff
regCt
regularization constant, currently not used
opts
optional list of additional options
xpDimFun
Function to calculate dimension of expanded data
sfaExpandFun
Function to expand data

Value

  • list sfaList contains all arguments passed into sfa2create plus
  • xpRangeevaluates to xpDimFun(ppRange)
  • deg2
  • This list will be expanded by other SFA functions with further SFa results

See Also

sfa2 sfaStep sfa1Create