create_true_beta: Creates beta_true, which contains the true values of beta (=...

In RCTS: Clustering Time Series While Resisting Outliers

Creates beta_true, which contains the true values of beta (= the coefficients of X)

Description

Creates beta_true, which contains the true values of beta (= the coefficients of X)

Usage

create_true_beta(
  vars,
  NN,
  S_true,
  method_true_beta = "heterogeneous_groups",
  limit_true_groups = 12,
  extra_beta_factor = 1
)

Arguments

vars	number of observable variables
NN	number of time series
S_true	number of groups
method_true_beta	how the true values of beta are defined: "homogeneous" (equal for all individuals), "heterogeneous_groups" (equal within groups, and different between groups) or heterogeneous_individuals (different for all individuals)
limit_true_groups	Maximum number of true groups in a simulation-DGP for which the code in this package is implemented. Currently equals 12. For application on realworld data this parameter is not relevant.
extra_beta_factor	multiplies coefficients in beta_est; default = 1

Value

matrix with number of rows equal to number of observable variables + 1 (the first row contains the intercept) and number of culumns equal to the true number of groups.

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