time_weights

Band weight matrix for time series groupings

Estimation of the Spatially Smoothed Minimum Regularized Determinant (ssMRCD) estimator and its usage in an ssMRCD-based outlier detection method as described in Puchhammer and Filzmoser (2023) <doi:10.1080/10618600.2023.2277875> and for sparse robust PCA for multi-source data described in Puchhammer, Wilms and Filzmoser (2024) <doi:10.48550/arXiv.2407.16299>. Included are also complementary visualization and parameter tuning tools.

Patricia Puchhammer

ssMRCD

Spatially Smoothed MRCD Estimator

Peter Filzmoser

time_weights function

<dl><dt>N</dt>
<dd>number of groups.</dd>
<dt>off_diag</dt>
<dd>vector for off-diagonal values unequal to zero.</dd></dl>

Arguments

Band weight matrix for time series groupings — time_weights

<dl>

<dt>N</dt>
<dd>number of groups.</dd>


<dt>off_diag</dt>
<dd>vector for off-diagonal values unequal to zero.</dd>

</dl>

time_weights: Band weight matrix for time series groupings

Description

Usage

Value

Arguments

See Also

Examples