binary_segmentation: binary_segmentation

Description Usage Arguments

Description

binary_segmentation

Usage

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binary_segmentation(x, get_best_split, delta, lambda,
  model_selection_function = NULL, cross_validation_function = NULL,
  control = hdcd_control())

Arguments

x

An n x p data matrix

get_best_split

A function with formal arguments x, start, end and split_candidates that returns a list with arguments gain and best_split, where gain is an array of length nrow(x) with possibly evaluations of a gains curve or similar saved and best_split it the best element of split_candidates to split the interval (start, end].

delta

The minimal relative segment length.

lambda

A regularisation parameter for methods that require one.

model_selection_function

A function with formal arguments x, start, split_point and end that returns a list with arguments statistic, a value that measures the significance of the split at split_point, and is_siginificant, a boolean indicating whether the value returned for statistic is significant.

cross_validation_function

A function with formal arguments x, start, end, lambda and folds that returns a list with arguments cv_loss and lambda_opt.

control

An object of class hdcd_control as generated by hdcd_control.


MalteLond/rfcd documentation built on June 19, 2019, 2:52 p.m.