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do weighted LS for fpc_wsvd #29

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fabian-s opened this issue Jul 15, 2022 · 0 comments

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enhancement tfb

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fabian-s commented Jul 15, 2022

tf/R/tfb-fpc-utils.R

Line 40 in 429afd9

scores <- t(qr.coef(qr(efunctions), t(data_wc) / sqrt(w))) #!!

should prob. also weight by variance of "unexplained rest" from truncated eigenfunctions to avoid overfitting in high-variance regions of domain...

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fabian-s added tfb enhancement labels

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