pca_mfd_real_time {funcharts}

Get a list of multivariate functional principal component analysis models estimated on functional data each evolving up to an intermediate domain point.

Description

This function produces a list of objects, each of them contains the result of applying pca_mfd to a multivariate functional data object evolved up to an intermediate domain point.

Usage

pca_mfd_real_time(mfdobj_list, scale = TRUE, nharm = 20, ncores = 1)

Arguments

mfdobj_list

A list created using get_mfd_df_real_time or get_mfd_list_real_time, denoting a list of functional data objects, each evolving up to an intermediate domain point, with observations of the multivariate functional data.

scale

See pca_mfd.

nharm

See pca_mfd.

ncores

If you want parallelization, give the number of cores/threads to be used when creating objects separately for different instants.

Value

A list of lists each produced by pca_mfd, corresponding to a given instant.

See Also

pca_mfd

Examples

library(funcharts)
data("air")
air <- lapply(air, function(x) x[1:10, , drop = FALSE])
mfdobj_list <- get_mfd_list_real_time(air[c("CO", "temperature")],
                                      n_basis = 15,
                                      lambda = 1e-2,
                                      k_seq = seq(0.25, 1, length = 5))
mod_list <- pca_mfd_real_time(mfdobj_list)