GAA-UAM / scikit-fda

Functional Data Analysis Python package
https://fda.readthedocs.io
BSD 3-Clause "New" or "Revised" License
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Fix FPCA grid implementation with regularization #485

Closed Ddelval closed 1 year ago

Ddelval commented 1 year ago

It has not been fixed completely, as there seems to be an issue with the penalization factor. However, now the components obtained are not orthogonal.

This was achieved by performing Cholesky decomposition. In doing this Cholesky decomposition, we can change the data to a new basis before fitting it and undo the change after calling the multivariate PCA.

codecov[bot] commented 1 year ago

Codecov Report

Base: 85.52% // Head: 85.53% // Increases project coverage by +0.00% :tada:

Coverage data is based on head (de0f768) compared to base (5250ecf). Patch coverage: 100.00% of modified lines in pull request are covered.

Additional details and impacted files ```diff @@ Coverage Diff @@ ## develop #485 +/- ## ======================================== Coverage 85.52% 85.53% ======================================== Files 141 141 Lines 11277 11280 +3 ======================================== + Hits 9645 9648 +3 Misses 1632 1632 ``` | [Impacted Files](https://codecov.io/gh/GAA-UAM/scikit-fda/pull/485?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=GAA-UAM) | Coverage Δ | | |---|---|---| | [skfda/preprocessing/dim\_reduction/\_fpca.py](https://codecov.io/gh/GAA-UAM/scikit-fda/pull/485?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=GAA-UAM#diff-c2tmZGEvcHJlcHJvY2Vzc2luZy9kaW1fcmVkdWN0aW9uL19mcGNhLnB5) | `91.20% <100.00%> (+0.21%)` | :arrow_up: | Help us with your feedback. Take ten seconds to tell us [how you rate us](https://about.codecov.io/nps?utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=GAA-UAM). Have a feature suggestion? [Share it here.](https://app.codecov.io/gh/feedback/?utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=GAA-UAM)

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vnmabus commented 1 year ago

Is this still a draft?

Ddelval commented 1 year ago

@vnmabus, I just forgot to mark it as ready for review.