calculate_obj_for_g: Calculates objective function for individual i and group k in...

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

Calculates objective function for individual i and group k in order to estimate group membership.

Description

Helpfunction in update_g(). Depends on an not yet established group k ( cannot use lgfg_list)

Usage

calculate_obj_for_g(i, k, errors_virtual, rho_parameters, robust, TT)

Arguments

i	individual
k	group
errors_virtual	list with errors for each possible group
rho_parameters	median and madn of the calculated error term
robust	robust or classical estimation
TT	length of time series

Value

numeric value

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