StatPWR-class function

A Reference Class which contains statistics of a PWR model.

A Reference Class which contains statistics of a PWR model.

StatPWR contains all the statistics associated to a PWR model. class

Fields

  • z_ik: Logical matrix of dimension (m,K)(m, K) giving the class vector.
  • klas: Column matrix of the labels issued from z_ik. Its elements are klas(i)=kklas(i) = k, k=1,,Kk = 1,\dots,K.
  • mean_function: Approximation of the time series given the estimated parameters. mean_function is a matrix of size (m,1)(m, 1).
  • regressors: Matrix of size (m,K)(m, K) giving the values of the estimated polynomial regression components.
  • objective: Numeric. Value of the objective function.

Methods

  • computeStats(paramPWR): Method used at the end of the dynamic programming algorithm to compute statistics based on parameters provided by paramPWR.

See Also

ParamPWR