lin_costs

Built matrix of interval costs for held-out linear models. One indexed.

lin_costs(x, y, w, min_seg, indices)

Arguments

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

Value

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

Examples

lin_costs(c(1, 2, 3, 4), c(1, 2, 2, 1), c(1, 1, 1, 1), 1, 1:4)
#>               [,1]          [,2]          [,3]          [,4]
#> [1,] 1.797693e+308  5.000038e-01  2.250203e+00  6.576132e+00
#> [2,]  5.000038e-01 1.797693e+308  3.611067e-01  2.250398e+00
#> [3,]  2.250203e+00  3.611067e-01 1.797693e+308  3.043395e+00
#> [4,]  6.576132e+00  2.250398e+00  3.043395e+00 1.797693e+308