StatMPWR-class: A Reference Class which contains statistics of a MPWR model.

In fchamroukhi/MPWR_r: Multiple Polynomial Piecewise Regression ('MPWR') for Optimal Multivariate Time-Series Segmentation

Description

StatMPWR contains all the statistics associated to a MPWR model.

Fields

z_ik

Logical matrix of dimension (m, K) giving the class vector.

klas

Column matrix of the labels issued from z_ik. Its elements are klas(i) = k, k = 1,…,K.

mean_function

Approximation of the time series given the estimated parameters. mean_function is a matrix of size (m, d).

regressors

Array of size (m, d, K) giving the values of the estimated polynomial regression components.

objective

Numeric. Value of the objective function.

Methods

computeStats(paramMPWR)

Method used at the end of the dynamic programming algorithm to compute statistics based on parameters provided by paramMPWR.

See Also

ParamMPWR

fchamroukhi/MPWR_r documentation built on April 24, 2020, 12:39 p.m.