Fix FPCA grid implementation with regularization #485
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In doing this Cholesky decomposition, we can change the data to a new basis before fitting it and undo the change after calling to multivariate PCA.
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Codecov ReportBase: 85.52% // Head: 85.53% // Increases project coverage by
Additional details and impacted files@@ Coverage Diff @@
## develop #485 +/- ##
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Coverage 85.52% 85.53%
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Files 141 141
Lines 11277 11280 +3
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+ Hits 9645 9648 +3
Misses 1632 1632
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Is this still a draft? |
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@vnmabus, I just forgot to mark it as ready for review. |
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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.