Calculate sparse principal components of time-dependent variation on cross-validation

Calculate SPCs for each fold of cross-validation.

Usage

zeitzeigerSpcCv(
  fitResultList,
  nTime = 10,
  useSpc = TRUE,
  sumabsv = 1,
  orth = TRUE,
  dopar = TRUE
)

fitResultList: Output of zeitzeigerFitCv().
nTime: 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.
useSpc: Logical indicating whether to use SPC (default) or svd.
sumabsv: L1-constraint on the SPCs, passed to SPC.
orth: Logical indicating whether to require left singular vectors be orthogonal to each other, passed to SPC.
dopar: Logical indicating whether to process the folds in parallel. Use doParallel::registerDoParallel() to register the parallel backend.

A list consisting of the result from zeitzeigerSpc() for each fold.