RealData: Generate data format from real data to do further analysis.

In boris109able/ChangePointCalc: Estimate change-points via Sparse Group Lasso and Dynamic Programming.

Description

This function is to generate data format from real data to do further analysis.

Usage

RealData(x, y)

Arguments

x	input data x
y	input data y

Author(s)

Bingwen Zhang

References

Bingwen Zhang, Jun Geng and Lifeng Lai, Detecting changes in regression models via sparse group lasso, http://users.wpi.edu/~bzhang/icassp_v1.pdf

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (x, y) 
{
    n <- dim(x)[1]
    p <- dim(x)[2]
    XTilde <- matrix(NA, n, np)
    for (i in 1:n) {
        for (j in 1:i) {
            XTilde[i, ((j - 1) * p + 1):(j * p)] <- x[i, ]
        }
    }
    data <- list(x = XTilde, y = y)
    return(data)
  }

boris109able/ChangePointCalc documentation built on May 13, 2019, 12:34 a.m.