gaussiankernel {kerSeg} | R Documentation |
Compute the Gaussian kernel matrix
Description
This function provides the Gaussian kernel matrix computed with the median heuristic bandwidth.
Usage
gaussiankernel(X)
Arguments
X |
The samples in the sequence. |
Value
Returns a numeric matrix, the Gaussian kernel matrix computed with the specified bandwidth.
See Also
kerSeg-package
,kerseg1
,kerseg2
Examples
## Sequence : change in the mean in the middle of the sequence.
d = 50
mu = 2
tau = 50
n = 100
set.seed(1)
y = rbind(matrix(rnorm(d*tau),tau), matrix(rnorm(d*(n-tau),mu/sqrt(d)), n-tau))
K = gaussiankernel(y) # Gaussian kernel matrix
[Package kerSeg version 1.1 Index]