pca_mfd function

Multivariate functional principal components analysis

Multivariate functional principal components analysis (MFPCA) performed on an object of class mfd. It is a wrapper to fda::pca.fd, providing some additional arguments.

pca_mfd(mfdobj, scale = TRUE, nharm = 20)

Arguments

• mfdobj: A multivariate functional data object of class mfd.
• scale: If TRUE, it scales data before doing MFPCA using scale_mfd. Default is TRUE.
• nharm: Number of multivariate functional principal components to be calculated. Default is 20.

Returns

Modified pca.fd object, with multivariate functional principal component scores summed over variables (fda::pca.fd returns an array of scores when providing a multivariate functional data object). Moreover, the multivariate functional principal components given in harmonics

are converted to the mfd class.

Examples

library(funcharts)
mfdobj <- data_sim_mfd()
pca_obj <- pca_mfd(mfdobj)
plot_pca_mfd(pca_obj)

See Also

scale_mfd