gaussiankernel: Compute the Gaussian kernel matrix

In kerSeg: New Kernel-Based Change-Point Detection

Compute the Gaussian kernel matrix

Description

This function provides the Gaussian kernel matrix computed with the median heuristic bandwidth.

Usage

gaussiankernel(X)

Arguments

X	The samples in the sequence.

Value

Returns a numeric matrix, the Gaussian kernel matrix computed with the specified bandwidth.

See Also

kerSeg-package,kerseg1,kerseg2

Examples

## Sequence : change in the mean in the middle of the sequence.
d = 50
mu = 2
tau = 50
n = 100
set.seed(1)
y = rbind(matrix(rnorm(d*tau),tau), matrix(rnorm(d*(n-tau),mu/sqrt(d)), n-tau))

K = gaussiankernel(y) # Gaussian kernel matrix

kerSeg documentation built on Aug. 23, 2023, 1:07 a.m.