compute_jaccard

Computes the Jaccard index between two change point
detection sets

Implementation of statistical models based on
regularized likelihood for offline change point detection on multiple
aligned independent time series. It detects changes in
parameters for the specified family for the series as group or block.
As a reference for the method, see Prates et al. (2021) <arXiv:2111.10187>.

Lucas Prates

blockcpd

Change Point Detection for Multiple Aligned Independent Time
Series

Florencia Leonardi

compute_jaccard function

<dl><dt>cp1</dt>
<dd>Change point set for model 1 or true change point set.</dd>
<dt>cp2</dt>
<dd>Change point set for model 2 or true change point set.</dd></dl>

Arguments

Jaccard's Index metric — compute_jaccard

<dl>

<dt>cp1</dt>
<dd>Change point set for model 1 or true change point set.</dd>


<dt>cp2</dt>
<dd>Change point set for model 2 or true change point set.</dd>

</dl>

compute_jaccard: Jaccard's Index metric

Description

Usage

Arguments