pca.fd

# carry out a PCA of temperature
# penalize harmonic acceleration, use varimax rotation
daybasis65 <- create.fourier.basis(c(0, 365), nbasis=65, period=365)
harmaccelLfd <- vec2Lfd(c(0,(2*pi/365)^2,0), c(0, 365))
harmfdPar <- fdPar(daybasis65, harmaccelLfd, lambda=1e5)
daytempfd <- smooth.basis(day.5, CanadianWeather$dailyAv[,,"Temperature.C"],
daybasis65, fdnames=list("Day", "Station", "Deg C"))$fd
daytemppcaobj <- pca.fd(daytempfd, nharm=4, harmfdPar)
daytemppcaVarmx <- varmx.pca.fd(daytemppcaobj)
# plot harmonics
op <- par(mfrow=c(2,2))
plot.pca.fd(daytemppcaobj, cex.main=0.9)
plot.pca.fd(daytemppcaVarmx, cex.main=0.9)
par(op)
plot(daytemppcaobj$harmonics)
plot(daytemppcaVarmx$harmonics)