MData-class

MData

MData is a reference class which represents multivariate objects. The data
can be ordered by time (multivariate time series). In the last case, the
field <code>X</code> represents the time.

Provides a variety of original and flexible user-friendly
statistical latent variable models and unsupervised learning algorithms to
segment and represent time-series data (univariate or multivariate), and
more generally, longitudinal data, which include regime changes.
'samurais' is built upon the following packages, each of them is an
autonomous time-series segmentation approach: Regression with Hidden
Logistic Process ('RHLP'), Hidden Markov Model Regression ('HMMR'),
Multivariate 'RHLP' ('MRHLP'), Multivariate 'HMMR' ('MHMMR'), Piece-Wise
regression ('PWR'). For the advantages/differences of each of them, the
user is referred to our mentioned paper references.

Florian Lecocq

samurais

Statistical Models for the Unsupervised Segmentation of
Time-Series ('SaMUraiS')

Faicel Chamroukhi

Marius Bartcus

MData-class function

<dl class="dl-horizontal">
<dt><code>X</code></dt><dd>Numeric vector of length m.</dd></dl><dt><code>Y</code></dt><dd>Matrix of size \((m, d)\) representing a \(d\) dimension
function of <code>X</code> observed at points \(1,\dots,m\).</dd>

MData-class: A Reference Class which represents multivariate data.

Description

Arguments

Fields