calculate_XB_estimated: Calculates (the estimated value of) the matrix X*beta_est.

In RCTS: Clustering Time Series While Resisting Outliers

Calculates (the estimated value of) the matrix X*beta_est.

Description

Calculates (the estimated value of) the matrix X*beta_est.

Usage

calculate_XB_estimated(X, beta_est, g, vars_est, method_estimate_beta, TT)

Arguments

X	X: NxTxp array containing the observable variables
beta_est	estimated values of beta
g	Vector with estimated 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".
TT	length of time series

Value

Returns a NxT matrix. If vars_est is set to 0, it returns NA.

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