A dynamic programming algorithm for the fast segmentation of univariate signals into piecewise constant profiles. The 'fpop' package is a wrapper to a C++ implementation of the fpop (Functional Pruning Optimal Partioning) algorithm described in Maidstone et al. 2017 <doi:10.1007/s1122201696363>. The problem of detecting changepoints in an univariate sequence is formulated in terms of minimising the mean squared error over segmentations. The fpop algorithm exactly minimizes the mean squared error for a penalty linear in the number of changepoints.
Package details 


Author  Guillem Rigaill [aut, cre], Toby Hocking [aut], Robert Maidstone [aut], Michel Koskas [ctb], Paul Fearnhead [aut] 
Maintainer  Guillem Rigaill <[email protected]> 
License  LGPL (>= 2.1) 
Version  2019.08.26 
Package repository  View on CRAN 
Installation 
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