pyActigraphy.analysis.SSA.lambda_s

property SSA.lambda_s

Partial variances, sorted in decreasing order. The partial variances \(\lambda_k = \sigma^2_k\), ordered according to magnitude from the most to the least dominant, where \(\lambda_k\) can be interpreted as the variance of the sub phase-space of time-series component \(g_k(n)\) and where \(\lambda_{tot} = \sum^r_{k=1} \lambda_k\) is the total variance of the phase space of the original time series.