calculate_W: Calculates W = Y - X*beta_est. It is used in the...

In RCTS: Clustering Time Series While Resisting Outliers

Calculates W = Y - X*beta_est. It is used in the initialization step of the algorithm, to initialise the factorstructures.

Description

Calculates W = Y - X*beta_est. It is used in the initialization step of the algorithm, to initialise the factorstructures.

Usage

calculate_W(Y, X, beta_est, g, vars_est, method_estimate_beta)

Arguments

Y	Y: NxT dataframe with the panel data of interest
X	X: NxTxp array containing the observable variables
beta_est	estimated values of beta
g	Vector with group membership for all individuals
vars_est	number of variables that will be included in the algorithm and have their coefficient estimated. This is usually equal to the number of observable variables.
method_estimate_beta	defines how beta is estimated. Default case is an estimated beta for each individual. Default value is "individual." Possible values are "homogeneous", "group" or "individual".

Value

NxT matrix

RCTS documentation built on May 31, 2023, 9:20 p.m.