#' For given scores \code{Y} and dynamic principal components \code{XI} #' retrive a series from which scores \code{Y} were calculated. #' This procedure should be seen as the inverse of \code{\link{pcdpca.scores}}. #' #' @title Retrieve a process from given scores #' @param Y scores process #' @param XI principal components series #' @return Retrived process X #' @seealso \code{\link{pcdpca.scores}}, \code{\link{pcdpca}} #' @references Kidzinski, Kokoszka, Jouzdani #' Dynamic principal components of periodically correlated functional time series #' Research report, 2016 #' @export pcdpca.inverse = function(Y,XI){ n = nrow(Y) d = ncol(Y) period = XI$period Y.st = pc2stat(Y, period = period) # reorder columns idx = c() for (i in (d-1):0) idx = c(idx,(1:period * d - i)) Y.st = Y.st[,idx] X = freqdom::filter.process(Y.st,t(rev(XI))) matrix(t(X),ncol=d,byrow = T) }