lin_costs_logistic: lin_costs_logistic deviance costs.

In RcppDynProg: 'Rcpp' Dynamic Programming

lin_costs_logistic deviance costs.

Description

Built matrix of interval deviance costs for held-out logistic models. Fits are evaluated in-sample. One indexed.

Usage

lin_costs_logistic(x, y, w, min_seg, indices)

Arguments

x	NumericVector, x-coords of values to group.
y	NumericVector, values to group in order (should be in interval [0,1]).
w	NumericVector, weights (should be positive).
min_seg	positive integer, minimum segment size (>=1).
indices	IntegerVector, ordered list of indices to pair.

Value

xcosts NumericMatix, for j>=i xcosts(i,j) is the cost of partition element [i,...,j] (inclusive).

Examples

lin_costs_logistic(c(1, 2, 3, 4, 5, 6, 7), c(0, 0, 1, 0, 1, 1, 0), c(1, 1, 1, 1, 1, 1, 1), 3, 1:7)

RcppDynProg documentation built on Aug. 20, 2023, 9:07 a.m.