Description Usage Arguments Value Author(s)
This is a method for estimating a single-changepoint
which takes advantage of the special structure
of the Gaussian graphical model. It cannot take
arbitrary black-box models like simulated_annealing
or brute_force
. However, it can still be run within
binary_segmentation
.
1 2 3 |
data |
N x P Matrix corresponding to the raw data. |
theta_init |
Initial value for theta estimate. |
buff |
Distance to maintain from edge of sample. |
regularizer |
Regularizing constant, lambda. |
tau |
Initial Estimate for change-point. |
max_iter |
Maximum number of rank-one updates to be run. |
update_w |
Step size for prox-gradient. |
update_change |
Proportion of |
mapping_iter |
Number of mapping iterations. |
tol |
Tolerance at which the algorithm stops running. |
List containing the estimated change-point and theta values.
Leland Bybee <lelandb@umich.edu>
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.