skew

This function provides some components used in the third moment fomulas.

New kernel-based test and fast tests for detecting change-points or changed-intervals where the distributions abruptly change. They work well particularly for high-dimensional data.
Song, H. and Chen, H. (2022)
<arXiv:2206.01853>.

Hoseung Song

kerSeg

New Kernel-Based Change-Point Detection

Hao Chen

skew function

<dl> <dt>K</dt>
<dd>A kernel matrix of observations in the sequence.</dd> <dt>Rtemp</dt>
<dd>A numeric vector of \(k_{i.}\), the sum of kernel values for each row i.</dd> <dt>Rtemp2</dt>
<dd>A numeric vector, the sum of squared kernel values for each row i.</dd> <dt>R0</dt>
<dd>The term \(R_{0}\), defined in the paper.</dd> <dt>R2</dt>
<dd>The term \(R_{2}\), defined in the paper.</dd></dl>

Arguments

Compute some components utilized in the third moment fomulas. — skew

<dl>

 <dt>K</dt>
<dd>A kernel matrix of observations in the sequence.</dd>

 <dt>Rtemp</dt>
<dd>A numeric vector of \(k_{i.}\), the sum of kernel values for each row i.</dd>

 <dt>Rtemp2</dt>
<dd>A numeric vector, the sum of squared kernel values for each row i.</dd>

 <dt>R0</dt>
<dd>The term \(R_{0}\), defined in the paper.</dd>

 <dt>R2</dt>
<dd>The term \(R_{2}\), defined in the paper.</dd>

</dl>

skew: Compute some components utilized in the third moment fomulas.

Description

Usage

Value

Arguments