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pcaPACE

Estimate the functional principal components


Description

Carries out a functional PCA with regularization from the estimate of the covariance surface

Usage

pcaPACE(covestimate, nharm, harmfdPar, cross)

Arguments

covestimate

a list with the two named entries "cov.estimate" and "meanfd"

nharm

the number of harmonics or principal components to compute.

harmfdPar

a functional parameter object that defines the harmonic or principal component functions to be estimated.

cross

a logical value: if TRUE, take into account the cross covariance for estimating the eigen functions.

Value

an object of class "pca.fd" with these named entries:

harmonics

a functional data object for the harmonics or eigenfunctions

values

the complete set of eigenvalues

scores

NULL. Use "scoresPACE" for estimating the pca scores

varprop

a vector giving the proportion of variance explained by each eigenfunction

meanfd

a functional data object giving the mean function


fda

Functional Data Analysis

v5.1.9
GPL (>= 2)
Authors
J. O. Ramsay <ramsay@psych.mcgill.ca> [aut,cre], Spencer Graves <spencer.graves@effectivedefense.org> [ctb], Giles Hooker <gjh27@cornell.edu> [ctb]
Initial release
2020-12-16

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