Edge

Edge creation for gfpop-R-Package graph

Penalized parametric change-point detection by functional pruning dynamic programming algorithm. The successive means are constrained using a graph structure with edges defining the nature of the changes These changes can be unconstrained (type std), up or down constrained (type up and down) or constrained by a minimal size jump (type abs). The type null means that the graph allows us to stay on the same segment. To each edge we can associate some additional properties: a minimal gap size, a penalty, some robust parameters (K,a) for biweight (K) and Huber losses (K and a). The user can also constrain the inferred means to lie between some minimal and maximal values. Data is modeled by a cost with possible use of a robust loss, biweight and Huber (see edge parameters K and a). These costs should have a quadratic, log-linear or a log-log representation. This includes quadratic Gaussian cost (type = 'mean'), log-linear cost (type = 'variance', 'poisson' or 'exp') and log-log cost (type = 'negbin'). More details in the paper published in the Journal of Statistical Software: <doi:10.18637/jss.v106.i06>.

Vincent Runge

gfpop

Graph-Constrained Functional Pruning Optimal Partitioning

Toby Hocking

Guillem Rigaill

Daniel Grose

Gaetano Romano

Fatemeh Afghah

Paul Fearnhead

Michel Koskas

Arnaud Liehrmann

Edge function

<dl><dt>state1</dt>
<dd>a string defining the starting state of the edge</dd>
<dt>state2</dt>
<dd>a string defining the ending state of the edge</dd>
<dt>type</dt>
<dd>a string equal to <code>"null"</code>, <code>"std"</code>, <code>"up"</code>, <code>"down"</code> or <code>"abs"</code>. Default type is <code>"null"</code>,
the transition to stay on the same segment.</dd>
<dt>decay</dt>
<dd>a nonnegative number to give the strength of the exponential decay into the segment</dd>
<dt>gap</dt>
<dd>a nonnegative number to constrain the size of the gap in the change of state</dd>
<dt>penalty</dt>
<dd>a nonnegative number. The penality associated to this state transition</dd>
<dt>K</dt>
<dd>a positive number. Threshold for the Biweight robust loss</dd>
<dt>a</dt>
<dd>a positive number. Slope for the Huber robust loss</dd></dl>

Arguments

Edge generation — Edge

<dl>

<dt>state1</dt>
<dd>a string defining the starting state of the edge</dd>


<dt>state2</dt>
<dd>a string defining the ending state of the edge</dd>


<dt>type</dt>
<dd>a string equal to <code>"null"</code>, <code>"std"</code>, <code>"up"</code>, <code>"down"</code> or <code>"abs"</code>. Default type is <code>"null"</code>,
the transition to stay on the same segment.</dd>


<dt>decay</dt>
<dd>a nonnegative number to give the strength of the exponential decay into the segment</dd>


<dt>gap</dt>
<dd>a nonnegative number to constrain the size of the gap in the change of state</dd>


<dt>penalty</dt>
<dd>a nonnegative number. The penality associated to this state transition</dd>


<dt>K</dt>
<dd>a positive number. Threshold for the Biweight robust loss</dd>


<dt>a</dt>
<dd>a positive number. Slope for the Huber robust loss</dd>

</dl>

Edge generation

Edge: Edge generation

Description

Usage

Value

Arguments

Examples