mixtools (version 2.0.0)

aug.x: Augmented Predictor Function

Description

Creates the augmented predictor matrix based on an appropriately defined changepoint structure.

Usage

aug.x(X, cp.locs, cp, delta = NULL)

Value

aug.x returns a matrix of the original matrix X with the predictor adjusted for changepoints and (optional) discontinuities.

Arguments

X

The raw matrix of predictor values. Note that the raw data matrix should not include a columns of 1's.

cp.locs

The locations of the changepoints. The length of this vector must be equal to the sum of the entries of cp.

cp

A vector having length equal to the number of predictors.

delta

A vector to accommodate discontinuities. If NULL, then no discontinuities are included. Otherwise, this must be a vector of the same length as cp.locs.

Details

This function is called by segregmixEM and the associated internal functions.

See Also

segregmixEM

Examples

x <- matrix(1:30, nrow = 10)
cp <- c(1, 3, 0)
cp.locs <- c(3, 12, 14, 16)
d <- rep(0, 4)
x1 <- aug.x(x, cp.locs, cp, delta = NULL)
x1
x2 <- aug.x(x, cp.locs, cp, delta = d)
x2