basis.mine {multisensi}

A function to decompose multivariate data on a user-defined basis

Description

The basis.mine function decomposes a multivariate data set on a user-defined basis.

Usage

basis.mine(simuls, basis.args = list(
        baseL=1*outer(sort(0:(ncol(simuls)-1)%%5),0:4,"==") ) )

Arguments

simuls

a data.frame of size N x T, typically a set of N simulation outputs of length T.

basis.args

a list of arguments for the polynomial decomposition. The baseL argument is a matrix of size T x d containing the coordinates of the d basis vectors.

Details

The default basis.args argument generates a projection on a moving-average basis. But if in the multisensi function this basis.args argument is not given for reduction=basis.mine, the execution will be stopped.

Value

H

a data.frame of size N x d, where d is the number of basis vectors. It contains the coefficients of the decomposition for each row of the simuls data.frame.

L

a matrix of size T x d. It contains the vectors of the user-defined basis.

call.info

list with the element reduction="matrix"

Examples

data(biomasseY)
M <- 1*outer(sort(0:(ncol(biomasseY)-1)%%5),0:4,"==")
norm.M <- sqrt(colSums(M^2)) 
for (i in 1:ncol(M)){
    M[,i]=M[,i]/norm.M[i]
}

res <- basis.mine(biomasseY, basis.args=list(baseL=M))