pca_mfd_real_time function

Get a list of multivariate functional principal component analysis models estimated on functional data each evolving up to an intermediate domain point.

This function produces a list of objects, each of them contains the result of applying pca_mfd to a multivariate functional data object evolved up to an intermediate domain point.

pca_mfd_real_time(mfdobj_list, scale = TRUE, nharm = 20, ncores = 1)

Arguments

• mfdobj_list: A list created using get_mfd_df_real_time or get_mfd_list_real_time, denoting a list of functional data objects, each evolving up to an intermediate domain point, with observations of the multivariate functional data.
• scale: See pca_mfd.
• nharm: See pca_mfd.
• ncores: If you want parallelization, give the number of cores/threads to be used when creating objects separately for different instants.

Returns

A list of lists each produced by pca_mfd, corresponding to a given instant.

Examples

library(funcharts)
data("air")
air <- lapply(air, function(x) x[1:10, , drop = FALSE])
mfdobj_list <- get_mfd_list_real_time(air[c("CO", "temperature")],
                                      n_basis = 15,
                                      lambda = 1e-2,
                                      k_seq = seq(0.25, 1, length = 5))
mod_list <- pca_mfd_real_time(mfdobj_list)

See Also

pca_mfd

Author(s)

C. Capezza