nd</span>
0038     c=<a href="nt_cov.html" class="code" title="function [c,tw]=nt_cov(x,shifts,w);">nt_cov</a>(x,shifts,w);
0039 <span class="keyword">end</span>
0040 
0041 <span class="comment">% PCA matrix</span>
0042 [topcs,evs]=<a href="nt_pcarot.html" class="code" title="function [topcs,eigenvalues]=nt_pcarot(cov,nkeep,threshold,N)">nt_pcarot</a>(c);
0043 
0044 <span class="comment">% truncate</span>
0045 <span class="keyword">if</span> ~isempty(keep)
0046     topcs=topcs(:,1:keep);
0047     evs=evs(1: