compute_rand

Computes the rand Index (non-adjusted) for the change point sets. A specific
equation for change point detection is used to make the computation faster.
Proof of correctness of the equation is given in the dissertation.

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_rand 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>
<dt>m</dt>
<dd>The size of the vector array.</dd></dl>

Arguments

Rand Index Function for change point detection — compute_rand

<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>


<dt>m</dt>
<dd>The size of the vector array.</dd>

</dl>

compute_rand: Rand Index Function for change point detection

Description

Usage

Arguments