A full scan of the input data m using a collection of windows given by the two-column matrix windows. For each window, the data is processed using the function matrixFunction (this could be, e.g., the covMatrix function), then the processed data is summarized using the function summaryFunction (e.g., the largest eigenvector computed with the function powerMethod), and finally the global and local summaries are compared using the function comparisonFunction (e.g., the vector correlation with R's function cor). The function returns a two-column matrix which contains per row the global summary statistics (e.g., the correlation between the global and local eigenvectors) and the local summary statistics (e.g., the correlation between the local eigenvectors of the previous and current windows) for each window.
Useful links