StatPWR-class

StatPWR

StatPWR contains all the statistics associated to a <a rd-options="=ParamPWR" href="/link/PWR?package=samurais&version=0.1.0&to=%3DParamPWR" data-mini-rdoc="=ParamPWR::PWR">PWR</a> model.

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

StatPWR-class function

<dl class="dl-horizontal">
<dt><code>z_ik</code></dt><dd>Logical matrix of dimension \((m, K)\) giving the class vector.</dd></dl><dt><code>klas</code></dt><dd>Column matrix of the labels issued from <code>z_ik</code>. Its elements are
\(klas(i) = k\), \(k = 1,\dots,K\).</dd><dt><code>mean_function</code></dt><dd>Approximation of the time series given the estimated
parameters. <code>mean_function</code> is a matrix of size \((m, 1)\).</dd><dt><code>regressors</code></dt><dd>Matrix of size \((m, K)\) giving the values of the
estimated polynomial regression components.</dd><dt><code>objective</code></dt><dd>Numeric. Value of the objective function.</dd>

Fields

<dl class="dl-horizontal">
<dt><code>computeStats(paramPWR)</code></dt><dd>Method used at the end of the dynamic programming algorithm to compute
statistics based on parameters provided by <code>paramPWR</code>.</dd>
</dl>

Methods

StatPWR contains all the statistics associated to a <a rd-options='=ParamPWR' href='PWR'>PWR</a> model.

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StatPWR-class: A Reference Class which contains statistics of a PWR model.

Description

Arguments

Fields

Methods

See Also