StatPWR-class: A Reference Class which contains statistics of a PWR model.

In samurais: Statistical Models for the Unsupervised Segmentation of Time-Series ('SaMUraiS')

Description

StatPWR contains all the statistics associated to a PWR model.

Fields

z_ik

Logical matrix of dimension (m, K) giving the class vector.

klas

Column matrix of the labels issued from z_ik. Its elements are klas(i) = k, k = 1,…,K.

mean_function

Approximation of the time series given the estimated parameters. mean_function is a matrix of size (m, 1).

regressors

Matrix of size (m, K) giving the values of the estimated polynomial regression components.

objective

Numeric. Value of the objective function.

Methods

computeStats(paramPWR)

Method used at the end of the dynamic programming algorithm to compute statistics based on parameters provided by paramPWR.

See Also

ParamPWR

samurais documentation built on July 28, 2019, 5:02 p.m.