#[non_exhaustive]pub struct DpcaResult {
pub filters: Vec<FdMatrix>,
pub scores: FdMatrix,
pub eigenvalues: Vec<Vec<f64>>,
pub n_freqs: usize,
pub filter_lag: usize,
pub ncomp: usize,
pub valid_range: (usize, usize),
}Expand description
Result of dynamic functional PCA (DPCA).
Produced by dpca (plan 41-01, FTS-03-02). Holds the time-domain dynamic
eigen-filters and the dynamic score series.
§Divergence from freqdom
Eigenvectors are computed from Re(f̂(θ)) via nalgebra::SymmetricEigen
(nalgebra 0.33 has no stable complex Hermitian path without faer); this is
exact for the leading dynamic subspace of a Bartlett-windowed estimator.
Filters and scores use the Simpson-weighted L2 inner product consistently,
so the estimator/score/reconstruction metric matches.
Fields (Non-exhaustive)§
This struct is marked as non-exhaustive
Struct { .. } syntax; cannot be matched against without a wildcard ..; and struct update syntax will not work.filters: Vec<FdMatrix>Dynamic eigen-filters, one per component. filters[c] is a (2L+1) × m
FdMatrix: row l_idx holds the filter tap at lag l_idx - L, column j
is the grid point.
scores: FdMatrixDynamic scores, shape (N - 2L) × ncomp (interior time points only).
eigenvalues: Vec<Vec<f64>>Per-component eigenvalue trajectory across frequencies: eigenvalues[c]
has length n_freqs (negative finite-sample eigenvalues clipped to 0).
n_freqs: usizeNumber of Fourier frequencies N.
filter_lag: usizeFilter lag support L (window is [-L, L]).
ncomp: usizeNumber of retained dynamic components.
valid_range: (usize, usize)Inclusive interior time range (L, N-1-L) for which scores are defined.
Trait Implementations§
Source§impl Clone for DpcaResult
impl Clone for DpcaResult
Source§fn clone(&self) -> DpcaResult
fn clone(&self) -> DpcaResult
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read moreSource§impl Debug for DpcaResult
impl Debug for DpcaResult
Source§impl PartialEq for DpcaResult
impl PartialEq for DpcaResult
impl StructuralPartialEq for DpcaResult
Auto Trait Implementations§
impl Freeze for DpcaResult
impl RefUnwindSafe for DpcaResult
impl Send for DpcaResult
impl Sync for DpcaResult
impl Unpin for DpcaResult
impl UnsafeUnpin for DpcaResult
impl UnwindSafe for DpcaResult
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