const_costs_logistic

Built matrix of interval logistic costs for held-out means. One indexed.

const_costs_logistic(y, w, min_seg, indices)

Arguments

y	NumericVector, 0/1 values to group in order (should be in interval [0,1]).
w	NumericVector, weights (should be positive).
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_logistic(c(0.1, 0.1, 0.2, 0.2), c(1, 1, 1, 1), 1, 1:4)
#>                [,1]           [,2]           [,3]           [,4]
#> [1,]  1.797693e+308  -6.501659e-01  -1.216764e+00  -1.721453e+00
#> [2,]  -6.501659e-01  1.797693e+308  -9.065784e-01  -1.380651e+00
#> [3,]  -1.216764e+00  -9.065784e-01  1.797693e+308  -1.000805e+00
#> [4,]  -1.721453e+00  -1.380651e+00  -1.000805e+00  1.797693e+308