pcdpca.inverse {pcdpca}

Retrieve a process from given scores

Description

For given scores Y and dynamic principal components XI retrive a series from which scores Y were calculated. This procedure should be seen as the inverse of pcdpca.scores.

Usage

pcdpca.inverse(Y, XI)

Arguments

Y

scores process

XI

principal components series

Value

Retrived process X

References

Kidzinski, Kokoszka, Jouzdani Dynamic principal components of periodically correlated functional time series Research report, 2016

See Also

pcdpca.scores, pcdpca