solveFG: Helpfunction in update_g(), to calculate solve(FG x t(FG)) x...

In RCTS: Clustering Time Series While Resisting Outliers

Helpfunction in update_g(), to calculate solve(FG x t(FG)) x FG

Description

Helpfunction in update_g(), to calculate solve(FG x t(FG)) x FG

Usage

solveFG(TT, S, kg, factor_group, testing = FALSE)

Arguments

TT	length of time series
S	number of groups
kg	vector with the estimated number of group specific factors for each group
factor_group	estimated group specific factors
testing	variable that determines if we are in 'testing phase'; defaults to FALSE (requires Matrix-package if set to TRUE)

Value

list: the number of elements in this list is equal to S (the number of groups). Each of the elements in this list has a number rows equal to the number of group specific factors, and TT columns.

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