Package dev.nm.stat.factor.implicitmodelpca
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Class Summary Class Description AverageImplicitModelPCA This decomposes the observations into a model of one explicit factor, the average observation per subject, and implicit factors.ExplicitImplicitModelPCA Given a time series of vectored observations, we decompose them into a reduced dimension of linear sum of both explicit/specified and implicit factors.ExplicitImplicitModelPCA.Result ImplicitModelPCA Given a (de-meaned) time series of vectored observations, we decompose them into a reduced dimension of linear sum of implicit factors.ImplicitModelPCA.Result the regression results