R: Singular value decomposition plot

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.

### Usage

    SVDplot(object, order = 3, plot = TRUE, plot.type = c("fts", "image"),
            mfrow = c(2, 3))

### Arguments

`object` | An object of `fds`.
`order` | Number of Singular Value Decomposition (SVD) components. The maximum order is 4.
`plot` | Is graphical display required?
`plot.type` | Plot functional time series or images?
`mfrow` | Grid of graphics.

### Details

By using the SVD, Zhang et al. (2007) proposed a 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:

`svds` | A number of singular value decomposition ordered by the amount of explained variation.
`reconstruction` | Reconstruction of the original data using the SVD.
`residual` | Residual of the original data.

### Note

MATLAB code is available at http://www.stat.purdue.edu/~lingsong/research/network/SVDmovie/index.html.

Using the animate package of Grahn(2011), a set of dynamic movies can be created to visualize the changes in singular rows and singular columns.

### Author(s)

Han Lin Shang. Please, report bugs and suggestions to hanlin.shang@anu.edu.au

### 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 (2011) "The animate Package", http://ctan.unsw.edu.au/macros/latex/contrib/animate/animate.pdf.

### See Also

`fboxplot`, `svd`

### Examples

    SVDplot(ElNinosmooth)
    SVDplot(ElNinosmooth, plot.type = "image")

[Package rainbow version 3.5 Index]