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opart (version 2019.1.0)

Optimal Partitioning

Description

A reference implementation of standard optimal partitioning algorithm in C using square-error loss and Poisson loss functions as described by Robert Maidstone (2016) , Toby Hocking (2016) , Guillem Rigaill (2016) , Paul Fearnhead (2016) . It scales quadratically with number of data points in terms of time-complexity.

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Install

install.packages('opart')

Monthly Downloads

2

Version

2019.1.0

License

GPL-3

Issues

0

Pull Requests

0

Stars

4

Forks

2

Maintainer

Anuraag Srivastava

Last Published

September 4th, 2019

Functions in opart (2019.1.0)

opart_poisson

compute the optimal changepoint model for a vector of real-valued data and a non-negative real-valued penalty, given the poisson loss (to minimize) / log likelihood (to maximize)
opart_gaussian

compute the optimal changepoint model for a vector of real-valued data and a non-negative real-valued penalty, given the square loss (to minimize) / gaussian likelihood (to maximize)