const_costs

Built matrix of total out of sample interval square error costs for held-out means. One indexed.

const_costs(y, w, min_seg, indices)

Arguments

y	NumericVector, values to group in order.
w	NumericVector, weights.
min_seg	positive integer, minimum segment size (>=1).
indices	IntegerVector, order list of indices to pair.

Value

xcosts NumericMatix, for j>=i xcosts(i,j) is the cost of partition element [i,...,j] (inclusive).

Examples

const_costs(c(1, 1, 2, 2), c(1, 1, 1, 1), 1, 1:4)
#>               [,1]          [,2]          [,3]          [,4]
#> [1,] 1.797693e+308  0.000000e+00  1.500000e+00  1.777778e+00
#> [2,]  0.000000e+00 1.797693e+308  2.000000e+00  1.500000e+00
#> [3,]  1.500000e+00  2.000000e+00 1.797693e+308  0.000000e+00
#> [4,]  1.777778e+00  1.500000e+00  0.000000e+00 1.797693e+308