!!! Do not use this function directly, use sfaStep instead !!!
sfa2Step(sfaList, arg = NULL, step = NULL, method = NULL)A list that contains all information about the handled sfa-structure
Input data, each column a different variable
Specifies the current SFA step. Must be given in the right sequence: for SFA1 objects: "preprocessing", "sfa" for SFA2 objects: "preprocessing", "expansion", "sfa" Each time a new step is invoked, the previous one is closed, which might take some time.
Method to be used: For sfaList$step="expansion" the choices are "TIMESERIES" or "CLASSIF".
For sfaList$step="sfa" the choices are "SVDSFA" (recommended) or "GENEIG" (unstable).
GENEIG is not implemented in the current version, since
R lacks the option to calculate generalized eigenvalues easily.
list sfaList taken from the input, with new information added to this list.
Among the new items are:
mean vector in input space
mean vector in expanded space
(ppRange x ppRange)-matrix, the whitening matrix for the input data
covariance matrix of the time-diff of expanded and sphered data
(sfaRange x sfaRange)-matrix with rows which contain the directions in expanded space with slow signals. The rows are sorted acc. to increasing eigenvalues of C