lin_cost_logistic {RcppDynProg} | R Documentation |
lin_cost_logistic logistic deviance pricing
Description
Calculate deviance cost of using logistic model fit on points to estimate other points in the interval. Fits are evaluated in-sample. Zero indexed.
Usage
lin_cost_logistic(x, y, w, min_seg, i, j)
Arguments
x |
NumericVector, x-coords of values to group. |
y |
NumericVector, values to group in order (should be in interval [0,1]). |
w |
NumericVector, weights (positive). |
min_seg |
positive integer, minimum segment size (>=1). |
i |
integer, first index (inclusive). |
j |
integer, j>=i last index (inclusive); |
Value
scalar, linear cost of [i,...,j] interval (inclusive).
Examples
lin_cost_logistic(c(1, 2, 3, 4, 5, 6, 7), c(0, 0, 1, 0, 1, 1, 0), c(1, 1, 1, 1, 1, 1, 1), 3, 0, 6)
[Package RcppDynProg version 0.2.1 Index]