compute_var function

Compute the Number of FPCs needed

This is an internal function. The function takes all the information needed to calculate how many FPCs are needed to reach the pre-specified cutoff level.

compute_var(sigma_sq, values, norms_sq, mfpc_cutoff)

Arguments

• sigma_sq: Vector containing the estimated variances on each dimension.
• values: List containing the multivariate Eigenvalues for each variance component.
• norms_sq: Vector containing the squared norms to be used as weights on the Eigenvalues.
• mfpc_cutoff: Pre-specified level of explained variance of results of MFPCA.