pca.tpdm {ExtrPatt}

Principal Component Analysis for TPDM

Description

Calculates principal component analysis (PCA) of given TPDM

Usage

pca.tpdm(Sigma, data)

Arguments

Sigma

A n x n data array, containing the TPDM, can be output of est.tpdm.

data

A t x n dimensional, numeric Data-matrix with t: Number of time steps and n: Number of grid points/stations.

Value

list containing

• pc: The Principal Components of TPDM

• basis: The Eigenvectors of TPDM

• extremal.basis: The Eigenvectors of TPDM but transformed in positive reals with trans

Author(s)

Yuing Jiang, Dan Cooley

References

Jiang & Cooley (2020) <doi:10.1175/JCLI-D-19-0413.1>