Fast binning of cumulative vector sum with new groups when the sum passes a threshold or the group size becomes too large
cumsumbinning(x, cutoff, maxgroupsize = NULL)
| x | A matrix of regressor variables. Must have the same number of rows as the length of y. |
|---|---|
| cutoff | The value of the threshold that the cumulative group sum must not cross. |
| maxgroupsize | An integer that defines the maximum number of elements in each group. NULL (the default) corresponds to no group size. |
An integer vector giving the group indices
Missing values (NA, Inf, NaN) are completely disregarded and pairwise complete cases are used f
set.seed(1) x <- sample(10, 20, replace = TRUE) cumsumbinning(x, 15)#> [1] 1 1 1 2 2 3 4 5 5 5 6 6 6 7 7 8 8 9 9 10cumsumbinning(x, 15, 3)#> [1] 1 1 1 2 2 3 4 5 5 5 6 6 6 7 7 8 8 9 9 10