DYNPROG: Determines the optimal points in a signal to split so as to...

In Benjamin-Couey/CS599.RPackageTwo: Run basic unsupervised learning algorithms

Description

Determines the optimal points in a signal to split so as to minimize cost.

Usage

DYNPROG(signal, max.segs)

Arguments

signal	The sequence of values to split
max.segs	The maximum number of segments the sequence should be split into

Value

A list which contains the following elements is returned: cost: A max.segs by signal length matrix where the element at position [i,j] is the optimal cost for splitting the signal, up to index j, into i segments. change: A max.segs by max.segs triangular matrix where the element in position [i,j] is the index of the jth optimal changepoint when splitting the whole signal into i segments.

Examples

signal <- c( runif(25, min=0, max=2), runif(25, min=2, max=5) )
DYNPROG.fit <- DYNPROG( signal, 10 )
DYNPROG.fit$cost
DYNPROG.fit$change

Benjamin-Couey/CS599.RPackageTwo documentation built on Dec. 31, 2020, 10:45 a.m.