Calculation of lambda

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Description

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.

Usage

1
zstar(cost)

Arguments

cost

numeric vector: optimal costs.

Value

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.

Author(s)

Guillem Rigaill, Toby Dylan Hocking