SVDplot {rainbow}R Documentation

Singular value decomposition plot

Description

The singular value decomposition (SVD) plot of Zhang et al. (2007) captures the changes in the singular columns as the number of curves gradually increases. Similarly, it also captures the changes in the singular rows as the number of covariates gradually increases.

Usage

SVDplot(object, order = 1, center = c("rowwise", "colwise", "double"), plot = TRUE)

Arguments

object An object of fds.
order Number of SVD components. The maximum order is 4.
center Methods of removing functional mean. When center = "double", the functional mean is determined as: colmean(data) + rowmean(data) - mean(data)
plot Is graphical display required?

Details

By using the SVD, Zhang et al. (2007) proposed a dynamic plot for visualizing patterns of functional time series. They considered a set of curves as a two-way (p * n) data matrix, where p is the total number of covariates and n is the total number of curves.

The main advantage of this dynamic plot is to visualize both column and row information of a two-way matrix simultaneously, relate the matrix to the corresponding curves, show local variations, and highlight interactions between columns and rows of a two-way matrix.

Value

When plot = TRUE, it returns a plot.
When plot = FALSE, it returns the following:

datarowmean rowmean of functional data as the number of covariates gradually increases.
datacolmean colmean of functional data as the number of curves gradually increases.
svdrow Changes in the first SVD component as the number of covariates gradually increases.
svdcol Changes in the first SVD component as the number of curves gradually increases.
approx Approximation of the original functions.
residual Residual functions.
xname x label of the graph.
yname y label of the graph.

Note

MATLAB code is available at http://www.unc.edu/~lszhang/research/network/SVDmovie/.

Using the animate package of Grahn(2009), a set of dynamic movies can be created to visualize the changes in singular rows and singular columns.

Author(s)

Han Lin Shang

References

L. Zhang, J. Marron, H. Shen and Z. Zhu (2007) "Singular value decomposition and its visualization", Journal of Computational and Graphical Statistics, 16(4), 833-854.

A. Grahn (2009) "The animate Package", http://ctan.unsw.edu.au/macros/latex/contrib/animate/animate.pdf.

See Also

fboxplot, svd

Examples

SVDplot(ElNino)

[Package rainbow version 1.8 Index]