ParamPWR-class {samurais} | R Documentation |
A Reference Class which contains the parameters of a PWR model.
Description
ParamPWR contains all the parameters of a PWR model. The parameters are calculated by the initialization Method and then updated by the Method dynamic programming (here dynamic programming)
Fields
X
Numeric vector of length m representing the covariates/inputs
x_{1},\dots,x_{m}
.Y
Numeric vector of length m representing the observed response/output
y_{1},\dots,y_{m}
.m
Numeric. Length of the response/output vector
Y
.K
The number of regimes (PWR components).
p
The order of the polynomial regression.
p
is fixed to 3 by default.gamma
Set of transition points.
gamma
is a column matrix of size(K + 1, 1)
.beta
Parameters of the polynomial regressions.
beta
is a matrix of dimension(p + 1, K)
, withp
the order of the polynomial regression.p
is fixed to 3 by default.sigma2
The variances for the
K
regimes.sigma2
is a matrix of size(K, 1)
.phi
A list giving the regression design matrices for the polynomial and the logistic regressions.
Methods
computeDynamicProgram(C1, K)
Method which implements the dynamic programming based on the cost matrix
C1
and the number of regimes/segmentsK
.computeParam()
Method which estimates the parameters
beta
andsigma2
knowing the transition pointsgamma
.