calc.loss.from.lp.list

<p>if we have already calculated the linear predictor using
fit$predict, this function can be useful.</p>

A quadratic time dynamic programming algorithm
can be used to compute an approximate solution to the problem of
finding the most likely changepoints
with respect to the Poisson likelihood, subject
to a constraint on the number of segments, and the changes which must
alternate: up, down, up, down, etc. For more info read
<http://proceedings.mlr.press/v37/hocking15.html>
"PeakSeg: constrained optimal segmentation and supervised penalty learning
for peak detection in count data" by TD Hocking et al,
proceedings of ICML2015.

Toby Hocking

calc.loss.from.lp.list: calc loss from lp list

Description

Usage

Arguments