segmentr: Segment Data With Maximum Likelihood

Given a likelihood provided by the user, this package applies it to a given matrix dataset in order to find change points in the data that maximize the sum of the likelihoods of all the segments. This package provides a handful of algorithms with different time complexities and assumption compromises so the user is able to choose the best one for the problem at hand. The implementation of the segmentation algorithms in this package are based on the paper by Bruno M. de Castro, Florencia Leonardi (2018) <arXiv:1501.01756>. The Berlin weather sample dataset was provided by Deutscher Wetterdienst <https://dwd.de/>. You can find all the references in the Acknowledgments section of this package's repository via the URL below.

Package details

AuthorThales Mello [aut, cre, cph], Florencia Leonardi [aut, cph, ths], Bruno M. de Castro [cph], Deutscher Wetterdienst [cph]
MaintainerThales Mello <[email protected]>
LicenseMIT + file LICENSE
Version0.1.1
URL https://github.com/thalesmello/segmentr
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("segmentr")

Try the segmentr package in your browser

Any scripts or data that you put into this service are public.

segmentr documentation built on Jan. 17, 2019, 5:06 p.m.