calc_D: Calculate D matrix
In dpweix/mlmcusum: Detects Changes in Covariance for Multivariate TS
calc_D R Documentation
Calculate D matrix
Description
A helper function to calculate the D vector given tau,
mu_tau, and sigma_tau_inv. This is the mahalanobis distance for tau.
Usage
calc_D(tau, mu_tau, sigma_tau_inv)
Arguments
tau
A vector representing covariance.
mu_tau
The mean of tau. Estimated from the training data.
sigma_tau_inv
The inverse covariance matrix of tau. Estimated from the training data.
Value
A vector D which is used to calculate the plotting statistic.
dpweix/mlmcusum documentation built on July 31, 2023, 10:13 a.m.
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| calc_D | R Documentation |
Calculate D matrix
Description
A helper function to calculate the D vector given tau, mu_tau, and sigma_tau_inv. This is the mahalanobis distance for tau.
Usage
calc_D(tau, mu_tau, sigma_tau_inv)
Arguments
tau |
A vector representing covariance. |
mu_tau |
The mean of tau. Estimated from the training data. |
sigma_tau_inv |
The inverse covariance matrix of tau. Estimated from the training data. |
Value
A vector D which is used to calculate the plotting statistic.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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