Description Usage Arguments Value Examples
View source: R/pelt.bck.R View source: R/pelt.R
Calculates the Normal likelihood of multiple segments of data, as defined by the vector of possible start-points (tau
) and a single common end-point (R
). This likelihood is penalised by the segment length. The calculation assumes that the variance is fixed as 1
, and sets the mean equal to its maximum likelihood estimate.
Calculates the Normal likelihood of multiple segments of data, as defined by the vector of possible start-points (tau
) and a single common end-point (R
). This likelihood is penalised by the segment length. The calculation assumes that the variance is fixed as 1
, and sets the mean equal to its maximum likelihood estimate.
1 2 3 | pelt.norm.var.cost.seglen(tau, R, sumx)
pelt.norm.var.cost.seglen(tau, R, sumx)
|
tau |
A vector of locations indicating the possible beginnings of a segment. |
R |
A single location representing the end of the possible segment |
sumx |
The summary statistics for the entire time series being analysed. |
tau |
A vector of locations indicating the possible beginnings of a segment. |
R |
A single location representing the end of the possible segment |
sumx |
The summary statistics for the entire time series being analysed. |
A vector containing the cost of the different possible segments defined by tau
and R
.
A vector containing the cost of the different possible segments defined by tau
and R
.
1 2 3 4 5 6 7 8 9 10 | data = rnorm(100, 10, 3)
sumx = pelt.norm.sum(data)
tau = c(30,40,50) # start-points of possible segments
R = 70 # end-point of possible segments
pelt.norm.var.cost.seglen(tau,R,sumx) # costs for each segment
data = rnorm(100, 10, 3)
sumx = pelt.norm.sum(data)
tau = c(30,40,50) # start-points of possible segments
R = 70 # end-point of possible segments
pelt.norm.var.cost.seglen(tau,R,sumx) # costs for each segment
|
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