rSFA (version 1.02)

sfa2Step: A step in the SFA2 algorithm.

Description

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

Usage

sfa2Step(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: For sfaList$step="expansion" the choices are "TIMESERIES" or "CLASSIF". For sfaList$step="sfa" the choices are "SVDSFA" (recommended) or "GENEIG" (unstable). GENEIG is not implemented in the cu

Value

• list sfaList taken from the input, with new information added to this list. Among the new items are:
• avg0
  mean vector in input space
• avg1
  mean vector in expanded space
• W0
  (ppRange x ppRange)-matrix, the whitening matrix for the input data
• C
  covariance matrix of the time-diff of expanded and sphered data
• SF
  (sfaRange x sfaRange)-matrix with rows which contain the directions in expanded space with slow signals. The rows are sorted acc. to increasing eigenvalues of C

See Also

sfaStep sfa2Create sfa1Step