OF_vectorized_helpfunction3: Helpfunction in OF_vectorized3()

In eh-in-r/RCTS: Clustering Time Series While Resisting Outliers

Helpfunction in OF_vectorized3()

Description

Helpfunction in OF_vectorized3()

Usage

OF_vectorized_helpfunction3(
  i,
  t,
  XBETA,
  LF,
  group_memberships,
  lgfg_list,
  Y,
  kg
)

Arguments

i	index of individual
t	index of time
XBETA	matrixproduct of X and beta_est
LF	matrixproduct of common factors and its loadings
group_memberships	Vector with group membership for all individuals
lgfg_list	product of groupfactors and their loadings; list with length the number of groups
Y	Y: NxT dataframe with the panel data of interest
kg	vector containing the number of group factors to be estimated for all groups

Value

numeric: contains the contribution to the objective function of one timepoint for one time series

eh-in-r/RCTS documentation built on May 19, 2023, 1:09 p.m.