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CalculateMAXEIG <-
function(input, outputs, parameters) {
#
# Calculates one MAXEIG curve.
#
# Args:
# input: Input indicator (vector).
# outputs: Output indicators (matrix).
# parameters: Data and program parameters (list).
#
# Returns:
# One MAXEIG curve (list, vectors of x and y values).
#
n <- length(input)
k <- dim(outputs)[2] # number of outputs
x <- cbind(input, outputs)
x <- x[sort.list(x[, 1]), ]
n.win <- n / (parameters$windows * (1 - parameters$overlap) +
parameters$overlap)
n.overlap <- n.win * parameters$overlap
cuts <- matrix(nrow = 2, ncol = parameters$windows)
cuts[1, ] <- round(seq(from = 1, by = (n.win - n.overlap), length =
parameters$windows))
cuts[2, ] <- round(seq(from = n.win, to = n, by = (n.win - n.overlap)))
curve.x <- rep(0, parameters$windows)
curve.y <- rep(0, parameters$windows)
for (i in 1:parameters$reps) {
if (i > 1) {
x <- x[sample(1:n, n, replace = FALSE), ]
x <- x[sort.list(x[, 1]), ]
}
for (j in 1:parameters$windows) {
curve.x[j] <- curve.x[j] + mean(x[cuts[1, j]:cuts[2, j], 1])
cov.matrix <- var(x[cuts[1, j]:cuts[2, j], 2:(k + 1)])
data.no.diag <- cov.matrix - diag(diag(cov.matrix))
curve.y[j] <- curve.y[j] + eigen(data.no.diag)$values[1]
}
}
curve.x <- curve.x / parameters$reps
curve.y <- curve.y / parameters$reps
return(list(curve.x = curve.x, curve.y = curve.y))
}
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