Description Usage Arguments Value Author(s)
Given a set of optimal cost_k from k=1 segments to K segments, calculate an exact representation of the model selection function z^*(L)=argmin_k exp(L)*k + cost_k.
1 | zstar(cost)
|
cost |
numeric vector: optimal costs. |
Data.frame with columns min.lambda, max.lambda, segments, max.L, min.L, size, an exact representation of the z^* function, where min.L <= z^*(L) = segments <= max.L holds for each row.
Guillem Rigaill, Toby Dylan Hocking
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