R6 class for local regression Cost Functions

VERY experimental - do not use

Methods

Public methods

• localRegCost$length()

• localRegCost$new()

• localRegCost$baseCost()

• localRegCost$pointCost()

• localRegCost$collectiveCost()

• localRegCost$param()

• localRegCost$clone()

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Method length()

Get the length of time series

Usage

localRegCost$length()

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Method new()

Initialise the cost function

Usage

localRegCost$new(x, family = c("gaussian", "symmetric"))

Arguments

x

observations as for gauss_reg

family

for fitting

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Method baseCost()

Compute the non-anomalous cost of a segment

Usage

localRegCost$baseCost(a, b, pen = 0)

Arguments

a

start of period

b

end of period

pen

penalty cost

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Method pointCost()

Compute the point anomaly cost of a time step

Usage

localRegCost$pointCost(b, pen)

Arguments

b

time step

pen

penalty cost

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Method collectiveCost()

Compute the non-anomalous cost of a segment

Usage

localRegCost$collectiveCost(a, b, pen, len)

Arguments

a

start of period

b

end of period

pen

penalty cost

len

minimum number of observations

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Method param()

Compute parameters of a segment if anomalous

Usage

localRegCost$param(a, b)

Arguments

a

start of period

b

end of period

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Method clone()

The objects of this class are cloneable with this method.

Usage

localRegCost$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.