A list that contains all information about the handled sfa-structure
arg
Input data, each column a different variable
step
Specifies the current SFA step. Must be given in the right sequence:
for SFA1 objects: "preprocessing", "sfa"
for SFA2 objects: "preprocessing", "expansion", "sfa"
Each time a new step is invoked, the previous one is closed, which
might take some time.
method
Method to be used: For sfaList$step="expansion" the choices are "TIMESERIES" or "CLASSIF".
For sfaList$step="sfa" the choices are "SVDSFA" (recommended) or "GENEIG" (unstable).
GENEIG is not implemented in the current version, since
R lacks the option to calculate generalized eigenvalues easily.
Value
list sfaList taken from the input, with new information added to this list.
Among the new items are:
avg0
mean vector in input space
avg1
mean vector in expanded space
W0
(ppRange x ppRange)-matrix, the whitening matrix for the input data
C
covariance matrix of the time-diff of expanded and sphered data
SF
(sfaRange x sfaRange)-matrix with rows which contain the directions in expanded space with slow signals. The rows are
sorted acc. to increasing eigenvalues of C
providing 
.