This class inherits varest2 and contains all information about GPCA (GPCA transformation.
这个类继承varest2和包含的所有信息GPCA(GPCA转型。
Details
详细信息----------Details----------
GPCA_data: A "GPCA" S3 object containing the parameters of the Multi-variate Gaussianization of the time series, it is the result of GPCA function applied to the input data of getVARmodel
GPCA_data:A"GPCA" S3对象,其中包含多变量的时间序列高斯化的参数,它的结果是GPCA应用的的输入数据getVARmodel的功能
GPCA_residuals: A "GPCA" S3 object containing the parameters of the Multi-variate Gaussianization of the residuals of the VAR model contained in the VAR slot; it is NULL if no Gaussiatization of residuals is applied. Object of class
GPCA_residuals:A"GPCA" S3反对在含有参数的多变量VAR模型的残差中包含的VAR插槽高斯化的,它是NULL如果没有Gaussiatization的对残余物进行施加。类的对象
VAR: S3 Object of class
VAR:S3类的对象
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注意----------Note----------
A GPCAvarest2 object can be created by new("GPCAvarest2", ...) or returned by the function getVARmodel
AGPCAvarest2对象可以创建new("GPCAvarest2", ...),或者的的功能getVARmodel返回