PeakSegOptimal: Optimal Segmentation Subject to Up-Down Constraints
Version 2018.05.25

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 "A log-linear time algorithm for constrained changepoint detection" by TD Hocking et al.

Getting started

Package details

AuthorToby Dylan Hocking
Date of publication2018-05-25 15:50:28 UTC
MaintainerToby Dylan Hocking <[email protected]>
LicenseGPL-3
Version2018.05.25
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 May 25, 2018, 5:04 p.m.