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DpcaResult

Struct DpcaResult 

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#[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
Non-exhaustive structs could have additional fields added in future. Therefore, non-exhaustive structs cannot be constructed in external crates using the traditional 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: FdMatrix

Dynamic 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: usize

Number of Fourier frequencies N.

§filter_lag: usize

Filter lag support L (window is [-L, L]).

§ncomp: usize

Number of retained dynamic components.

§valid_range: (usize, usize)

Inclusive interior time range (L, N-1-L) for which scores are defined.

Trait Implementations§

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impl Clone for DpcaResult

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fn clone(&self) -> DpcaResult

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for DpcaResult

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl PartialEq for DpcaResult

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fn eq(&self, other: &DpcaResult) -> bool

Equality operator ==. Read more
1.0.0 (const: unstable) · Source§

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=. Read more
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impl StructuralPartialEq for DpcaResult

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🔬This is a nightly-only experimental API. (clone_to_uninit)
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