https://github.com/cran/Rssa
Tip revision: 223504d3c26e20056f57d78245f49f8b05dd957c authored by Anton Korobeynikov on 04 October 2017, 11:50:18 UTC
version 1.0
version 1.0
Tip revision: 223504d
calcv.Rd
\name{calc.v}
\alias{calc.v}
\alias{calc.v.ssa}
\alias{calc.v.cssa}
\title{Calculate Factor Vector(s)}
\description{
Generic function for the factor vector calculation given the SSA
decomposition.
}
\usage{
\method{calc.v}{ssa}(x, idx, \dots)
\method{calc.v}{cssa}(x, idx, \dots)
}
\arguments{
\item{x}{SSA object holding the decomposition.}
\item{idx}{indices of the factor vectors to compute.}
\item{\dots}{additional arguments to 'calc.v'.}
}
\details{
Factor vector is a column of the factor matrix V, which is calculated
as follows:
\deqn{%
V = \Sigma^{-1} X^{T} U,
}{%
V = \Sigma^(-1) X^T U,
}
where X is a Hankel trajectory matrix, U is the matrix of eigenvectors
and Sigma is a matrix of singular values.
}
\value{
A numeric vector of suitable length (usually depends on SSA method
and window length).
}
\seealso{
\code{\link{Rssa}} for an overview of the package, as well as,
\code{\link[Rssa:ssa-object]{ssa-object}},
\code{\link[Rssa:ssa]{ssa}},
\code{\link[Rssa:decompose.ssa]{decompose}},
}
\examples{
# Decompose 'co2' series with default parameters
s <- ssa(co2)
# Calculate the 5th factor vector
v <- calc.v(s, 5)
}
\keyword{algebra}