Empirical Orthogonal Function (EOF) Analysis for gappy data

November 24, 2011

(This article was first published on me nugget, and kindly contributed to R-bloggers)

The following is a function for the calculation of Empirical Orthogonal Functions (EOF). For those coming from a more biologically-oriented background and are familiar with Principal Component Analysis (PCA), the methods are similar. In the climate sciences the method is usually used for the decomposition of a data field into dominant spatial-temporal modes. 
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