pcdpca.scores {pcdpca} | R Documentation |
Compute periodically correlated DPCA scores, given the filters XI
Description
Compute periodically correlated DPCA scores, given the filters XI
Usage
pcdpca.scores(X, XI)
Arguments
X |
multivariate time series |
XI |
series of filters returned from pcdpca |
[Package pcdpca version 0.4 Index]