Description Usage Arguments Details Value References Examples
Detect the location of change points based on minimizing within segment quadratic loss with restriction of prior ranges that contaion change points.
1 | PriorRangeOrderKmeansCpp(x, prior_range_x, num_init = 10)
|
x |
The data to find change points with dimension N x D, must be matrix |
prior_range_x |
The prior ranges that contain change points. |
num_init |
The number of repetition times, in order to avoid local minimal. Default is 10. Must be integer. |
The K change points form K+1 segments (1 2 ... change_point(1)) ... (change_point(K) ... N).
num_change_point |
optimal number of change points. |
change_point |
location of change points. |
J. Ding, Y. Xiang, L. Shen, and V. Tarokh, Multiple Change Point Analysis: Fast Implementation and Strong Consistency. IEEE Transactions on Signal Processing, vol. 65, no. 17, pp. 4495-4510, 2017.
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