lambda_estimator

Automatic estimation of penalty parameter lambda for user defined breakpoints number.

Traditional methods typically detect breakpoints from individual signals, which means that when applied separately to multiple signals, the breakpoints are not aligned.
However, this package implements a common breakpoint detection approach for multiple piecewise constant signals, resulting in increased detection sensitivity and specificity.
By employing various techniques, optimal performance is ensured, and computation is accelerated. We hope that this package will be beneficial for researchers in signal processing, bioinformatics, economy, and other related fields.
The segmentation(), lambda_estimator() functions are the main functions of this package.

Xuanyu Liu

MSigSeg

Multiple SIGnal SEGmentation

Junbo Duan

lambda_estimator function

<dl><dt>Y</dt>
<dd>An data.frame/matrix containing the data to be segmented. Each column stores a signal.</dd>
<dt>K</dt>
<dd>Number of change points users want to detect.</dd></dl>

Arguments

Detecting common breakpoints with designated number. — lambda_estimator

<dl>

<dt>Y</dt>
<dd>An data.frame/matrix containing the data to be segmented. Each column stores a signal.</dd>


<dt>K</dt>
<dd>Number of change points users want to detect.</dd>

</dl>

lambda_estimator: Detecting common breakpoints with designated number.

Description

Usage

Value

Arguments

Details

Examples