Finding best C

Source: R/findC.R

This function computes the values of C to test using the timepoints and max lag in the dataset

findC(timepoints, max.lag = NULL, pi = 0.95, iter = 10)

Arguments

timepoints

a vector of timepoints used in the dataset
max.lag

a numeric value with maximum lags allowed, if null, defaults to the floor of the number of timepoints divided by 4
pi

a numeric value between 0.5 and 1 for the upper bound on the penalty
iter

a numeric value with the number of penalties to test

Value

a vector of length iter of the different values of C to test

Examples

findC(c(0, 5, 10, 15, 20, 25), max.lag = 1, iter = 15)
#>  [1]  36.06738  39.62949  43.69143  48.37501  53.84385  60.32327  68.13262
#>  [8]  77.74028  89.86233 105.65155 127.09045 157.90200 205.99723 291.66928
#> [15] 487.39314
findC(c(2, 4, 8, 16, 32, 64, 128, 256), iter = 5)
#> [1] 100 100 100 100 100
findC(c(2, 6, 10, 15, 22, 30, 40, 55, 80), pi = 0.8, iter = 20)
#>  [1]  375.1332  394.8157  415.7469  438.0605  461.9096  487.4698  514.9439
#>  [8]  544.5678  576.6166  611.4142  649.3439  690.8631  736.5222  786.9891
#> [15]  843.0832  905.8201  976.4747 1056.6694 1148.5013 1254.7296
findC(c(1, 2, 3.2, 4, 5.3, 7), pi = 0.99)
#>  [1]   2.210209   2.597541   3.087966   3.732237   4.620090   5.926891
#>  [7]   8.048174  12.103827  22.997910 152.432582