getScatterMatrix: Get the matrix of optimized scatters used in locating the...

In kcpRS: Kernel Change Point Detection on the Running Statistics

Get the matrix of optimized scatters used in locating the change points.

Description

Get the matrix of optimized scatters used in locating the change points.

Usage

getScatterMatrix(II_, X_, H_)

Arguments

II_	A D x N matrix where D is the maximum no. of segments (Kmax+1) and N is the no. of windows
X_	An N x r dataframe where N is the no. of windows and r the no. of running statistics monitored
H_	A D x N matrix where D is the maximum no. of segments (Kmax+1) and N is the no. of windows

Value

II	A matrix of optimized scatters
H	A matrix of candidate changes point locations
medianK	Median of the pairwise Euclidean distances

kcpRS documentation built on Oct. 25, 2023, 5:07 p.m.