API Reference

Main function

Run the high-frequency PCA algorithm

pca_high_freq(): Run high-frequency PCA on a data matrix.
pca_start_evectors(): Calculate the starting eigenvectors for the high-frequency PCA routine.

Analysis functions

Analyze the results

plot_loadings(): Plot the loading contribution between variables and principal components over time.
plot_pcs(): Plot the principal component trajectories colored by explained variance.
quantiles_cut(): Compute the fraction of values above the PCA cutoff per feature.