Weighted Correlation Matrix
fwcor(U, group)
U |
an object of class |
group |
a list or vector of indices which determines the grouping used for the reconstruction in pairwise w-correlations matrix |
fssa
, freconstruct
, fts
, wplot
## Not run: ## Univariate W-Correlation Example on Callcenter data data("Callcenter") require(fda) require(Rfssa) ## Define functional objects D <- matrix(sqrt(Callcenter$calls),nrow = 240) N <- ncol(D) time <- 1:N K <- nrow(D) u <- seq(0,K,length.out =K) d <- 22 #Optimal Number of basis elements basis <- create.bspline.basis(c(min(u),max(u)),d) Ysmooth <- smooth.basis(u,D,basis) ## Define functional time series Y <- fts(Ysmooth$fd) ## Decomposition stage of univariate functional singular spectrum analysis L <- 28 U <- fssa(Y,L) ufwcor=fwcor(U = U,group = list(1,2,3)) wplot(W=ufwcor) ## Multivariate W-Correlation Example on Bivariate Satelite Image Data require(fda) require(Rfssa) ## Raw image data NDVI=Jambi$NDVI EVI=Jambi$EVI ## Kernel density estimation of pixel intensity D0_NDVI <- matrix(NA,nrow = 512, ncol = 448) D0_EVI <- matrix(NA,nrow =512, ncol = 448) for(i in 1:448){ D0_NDVI[,i] <- density(NDVI[,,i],from=0,to=1)$y D0_EVI[,i] <- density(EVI[,,i],from=0,to=1)$y } ## Define functional objects d <- 11 basis <- create.bspline.basis(c(0,1),d) u <- seq(0,1,length.out = 512) y_NDVI <- smooth.basis(u,as.matrix(D0_NDVI),basis)$fd y_EVI <- smooth.basis(u,as.matrix(D0_EVI),basis)$fd y=list(y_NDVI,y_EVI) ## Define functional time series Y=fts(y) plot(Y) L=45 ## Decomposition stage of multivariate functional singular spectrum analysis U=fssa(Y,L) mfwcor=fwcor(U = U,group = list(1,2,3,4)) wplot(W=mfwcor) ## End(Not run)
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