predict.prcomp_qts: Predict QTS from PCA decomposition
Description
This function predicts the QTS of a new sample from the PCA decomposition of
a previous sample.
Usage
# S3 method for prcomp_qts
predict(object, newdata, ...)
Value
An object of class qts_sample containing the predicted QTS.
Arguments
object
An object of class prcomp_qts as produced by the
prcomp.qts_sample() method.
newdata
An object of class qts or qts_sample specifying a QTS
or a sample of QTS. The QTS should be evaluated on the same grid as the one
used to fit the PCA model. If the evaluation grids map the same domain but
with different sampling frequenciesa, the QTS will be linearly interpolated
(in the Lie algebra) to the common grid used to fit the PCA model.