rSFA (version 1.5)

sfa2Create: Create structured list for expanded SFA

Description

'Expanded' SFA means that the input data are expanded into a higher-dimensional space with the function sfaExpandFun. See sfaExpand for the default expansion function.

Usage

sfa2Create(
  ppRange,
  sfaRange,
  ppType = "SFA1",
  axType = "ORD1",
  regCt = 0,
  opts = NULL,
  xpDimFun = xpDim,
  sfaExpandFun = sfaExpand
)

Arguments

ppRange

umber of dimensions to be kept after preprocessing step - or - a two-number vector with lower and upper dimension number

sfaRange

umber of slowly-varying functions to be kept

ppType

preprocessing type: ="PCA", "PCA2" (principal component analysis) or ="SFA1" (linear sfa)

axType

is the type of derivative approximation to be used, see sfaTimediff

regCt

regularization constant, currently not used

opts

optional list of additional options

xpDimFun

Function to calculate dimension of expanded data

sfaExpandFun

Function to expand data

Value

list sfaList contains all arguments passed into sfa2create plus

xpRange

evaluates to xpDimFun(ppRange)

deg

2

This list will be expanded by other SFA functions with further SFa results

See Also

sfa2 sfaStep sfa1Create