Calculate sparse principal components of time-dependent variationSource:
Calculate the SPCs given the time-dependent means and the residuals from
zeitzeigerSpc( xFitMean, xFitResid, nTime = 10, useSpc = TRUE, sumabsv = 1, orth = TRUE, ... )
List of bigsplines, length is number of features.
Matrix of residuals, dimensions are observations by features.
Number of time-points by which to discretize the time-dependent behavior of each feature. Corresponds to the number of rows in the matrix for which the SPCs will be calculated.
L1-constraint on the SPCs, passed to
Logical indicating whether to require left singular vectors be orthogonal to each other, passed to
Other arguments passed to