lin_costs_logistic {RcppDynProg}

lin_costs_logistic deviance costs.

Description

Built matrix of interval deviance costs for held-out logistic models. Fits are evaluated in-sample. One indexed.

Usage

lin_costs_logistic(x, y, w, min_seg, indices)

Arguments

x

NumericVector, x-coords of values to group.

y

NumericVector, values to group in order (should be in interval [0,1]).

w

NumericVector, weights (should be positive).

min_seg

positive integer, minimum segment size (>=1).

indices

IntegerVector, ordered list of indices to pair.

Value

xcosts NumericMatix, for j>=i xcosts(i,j) is the cost of partition element [i,...,j] (inclusive).

Examples

lin_costs_logistic(c(1, 2, 3, 4, 5, 6, 7), c(0, 0, 1, 0, 1, 1, 0), c(1, 1, 1, 1, 1, 1, 1), 3, 1:7)