PeakSegOptimal: Optimal Segmentation Subject to Up-Down Constraints

Computes optimal changepoint models using the Poisson likelihood for non-negative count data, subject to the PeakSeg constraint: the first change must be up, second change down, third change up, etc. For more info about the models and algorithms, read "Constrained Dynamic Programming and Supervised Penalty Learning Algorithms for Peak Detection" <https://jmlr.org/papers/v21/18-843.html> by TD Hocking et al.

Getting started

Package details

AuthorToby Dylan Hocking [aut, cre]
MaintainerToby Dylan Hocking <toby.hocking@r-project.org>
LicenseGPL-3
Version2024.10.1
URL https://github.com/tdhock/PeakSegOptimal
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("PeakSegOptimal")

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PeakSegOptimal documentation built on Oct. 2, 2024, 9:06 a.m.