residuals {Rssa} | R Documentation |
Obtain the residuals from SSA reconstruction
Description
Obtain the residuals from SSA reconstruction
Usage
## S3 method for class 'ssa'
residuals(object, groups, ..., cache = TRUE)
## S3 method for class 'ssa.reconstruction'
residuals(object, ...)
Arguments
object |
input object |
groups |
list of numeric vectors, indices of elementary components used for reconstruction, the entries of the list can be named. |
... |
further arguments passed to |
cache |
logical, if 'TRUE' then intermediate results will be cached in the SSA object. |
Details
This function calculates the residuals either from SSA object
corresponding to reconstruction using groups
arguments, or just
extracts the residuals from reconstruction object.
Value
residuals object
See Also
Rssa
for an overview of the package, as well as,
reconstruct
.
Examples
# Decompose 'co2' series with default parameters
s <- ssa(co2)
# Reconstruct the series, grouping elementary series.
r <- reconstruct(s, groups = list(c(1, 4), c(2,3), c(5, 6)))
print(residuals(r))
# If there are several groups, then the residuals are calculated as
# residuals for the model corresponding to the combined model.
r <- reconstruct(s, groups = list(c(6, 7), c(6,7), c(8, 9)))
r1 <- reconstruct(s, groups = list(6:9))
max(abs(residuals(r) - residuals(r1))) # 0
max(abs(co2 - (r1$F1 + residuals(r1)))) # 0
[Package Rssa version 1.0.5 Index]