https://github.com/cran/pcdpca
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Tip revision: 994e42225542c81cc02708658f24865826071d4c authored by Lukasz Kidzinski on 03 September 2017, 04:17:18 UTC
version 0.4
Tip revision: 994e422
pcdpca.scores.R
#' Compute periodically correlated DPCA scores, given the filters XI
#'
#' @param X multivariate time series
#' @param XI series of filters returned from pcdpca
#' @keywords pcdpca
#' @export
pcdpca.scores <- function(X, XI)
{
  period = XI$period
  Y = freqdom::filter.process(pc2stat(X,period=period), XI)
  stat2pc(Y,period=period,n=nrow(X))
}


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