make_linear_penalty#
- make_linear_penalty(intercept: float, slope: float, p: int) ndarray [source][source]#
Create a linear penalty.
The penalty is given by
intercept + slope * (1, 2, ..., p)
, where p is the number of variables/columns in the data being analysed. The penalty is non-decreasing.- Parameters:
- interceptfloat
Intercept of the linear penalty.
- slopefloat
Slope of the linear penalty.
- pint
Number of variables/columns in the data being analysed.
- Returns:
- np.ndarray
The non-decreasing linear penalty values. The shape is
(p,)
. Elementi
of the array is the penalty value fori+1
variables being affected by a change or anomaly.