getScatterMatrix {kcpRS}

Get the matrix of optimized scatters used in locating the change points.

Description

Get the matrix of optimized scatters used in locating the change points.

Usage

getScatterMatrix(II_, X_, H_)

Arguments

II_

A D x N matrix where D is the maximum no. of segments (Kmax+1) and N is the no. of windows

X_

An N x r dataframe where N is the no. of windows and r the no. of running statistics monitored

H_

A D x N matrix where D is the maximum no. of segments (Kmax+1) and N is the no. of windows

Value

II

A matrix of optimized scatters

H

A matrix of candidate changes point locations

medianK

Median of the pairwise Euclidean distances