pcdpca.inverse function

Retrieve a process from given scores

Retrieve a process from given scores

For given scores Y and dynamic principal components XI

retrive a series from which scores Y were calculated. This procedure should be seen as the inverse of pcdpca.scores.

pcdpca.inverse(Y, XI)

Arguments

  • Y: scores process
  • XI: principal components series

Returns

Retrived process X

References

Kidzinski, Kokoszka, Jouzdani Dynamic principal components of periodically correlated functional time series Research report, 2016

See Also

pcdpca.scores, pcdpca

  • Maintainer: Lukasz Kidzinski
  • License: GPL-3
  • Last published: 2017-09-03

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