rainbow (version 1.6)

SVDplot: Singular value decomposition plot

Description

The singular value decomposition (SVD) plot of Zhang et al. (2007) captures the changes in the singular columns as the number of curves gradually increases. Similarly, it also captures the changes in the singular rows as the number of covariates gradually increases.

Usage

SVDplot(object, order = 1, center = c("rowwise", "colwise", "double"), plot = TRUE)

Arguments

object

An object of fds.

order

Number of SVD components. The maximum order is 4.

center

Methods of removing functional mean. When center = "double", the functional mean is determined as: colmean(data) + rowmean(data) - mean(data)

plot

Is graphical display required?

Value

• When plot = TRUE, it returns a plot. When plot = FALSE, it returns the following:
• datarowmean
  rowmean of functional data as the number of covariates gradually increases.
• datacolmean
  colmean of functional data as the number of curves gradually increases.
• svdrow
  Changes in the first SVD component as the number of covariates gradually increases.
• svdcol
  Changes in the first SVD component as the number of curves gradually increases.
• approx
  Approximation of the original functions.
• residual
  Residual functions.
• xname
  x label of the graph.
• yname
  y label of the graph.

Details

By using the SVD, Zhang et al. (2007) proposed a dynamic plot for visualizing patterns of functional time series. They considered a set of curves as a two-way (p * n) data matrix, where p is the total number of covariates and n is the total number of curves. The main advantage of this dynamic plot is to visualize both column and row information of a two-way matrix simultaneously, relate the matrix to the corresponding curves, show local variations, and highlight interactions between columns and rows of a two-way matrix.

References

L. Zhang, J. Marron, H. Shen and Z. Zhu (2007) "Singular value decomposition and its visualization", Journal of Computational and Graphical Statistics, 16(4), 833-854. A. Grahn (2009) "The animate Package", http://ctan.unsw.edu.au/macros/latex/contrib/animate/animate.pdf.

See Also

fboxplot, svd

Examples

SVDplot(ElNino)