beta_true_heterogroups: Helpfunction in create_true_beta() for the option...

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

Helpfunction in create_true_beta() for the option beta_true_heterogeneous_groups. (This is the default option.)

Description

Helpfunction in create_true_beta() for the option beta_true_heterogeneous_groups. (This is the default option.)

Usage

beta_true_heterogroups(
  vars,
  S_true,
  extra_beta_factor = 1,
  limit_true_groups = 12
)

Arguments

vars	number of observable variables
S_true	true number of groups: should be at least 1 and maximum limit_true_groups
extra_beta_factor	option to multiply the coefficients in true beta; default = 1
limit_true_groups	Maximum number of true groups in a simulation-DGP for which the code in this package is implemented. Currently equals 12. For application on realworld data this parameter is not relevant.

Value

matrix where the number of rows equals S_true, and the number of columns equals max(1, vars)

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