Description Usage Arguments Value
Dynamic Programming procedure Algorithm 1 in the paper
1 |
tp_est |
List of transition probability estimation. |
maxK |
Integer. |
output_eta |
Logical. |
List of
time, loss_const_term
opt: C matrix in the paper
opt_idx: argmin_l C[k-1, t[l]] + eta[t[l], t[i]]
const_term: the constant term in the expected loss
eta_0, eta (optional): eta function as defined in the paper, which is the partial loss.
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