pc                  package:RTisean                  R Documentation

_E_m_b_e_d _u_s_i_n_g _p_r_i_n_c_i_p_a_l _c_o_m_p_o_n_e_n_t_s

_D_e_s_c_r_i_p_t_i_o_n:

     Writes the projections of a time series onto the largest principal
     components

_U_s_a_g_e:

     pc(series, m, d = 1, q = 2, l, x = 0, c = 1)

_A_r_g_u_m_e_n_t_s:

  series: a vector or a matrix.

       m: initial embedding dimension.

       d: delay for initial embedding.  

       q: number of principal components.

       l: number of values to be skipped. 

       x: number of values to be skipped. 

       c: column to be read.

_V_a_l_u_e:

     A matrix containing the projections onto the largest principal
     components as columns.

_S_e_e _A_l_s_o:

     'svd', 'princomp', 'prcomp'

_E_x_a_m_p_l_e_s:

     ## Not run: 

     dat <- henon(100)
     prcomp <- pc(dat, m=1)
     plot(prcomp,t="l",main="Projection on the first component",xlab="Time",ylab="Projected time series")

     ## End(Not run)

