hdcd_control: Create an object of class hdcd_control to supply parameters...

In MalteLond/rfcd: Random Forest Change Point Detection

Description

Create an object of class hdcd_control to supply parameters to hdcd

Usage

hdcd_control(cv_inner = FALSE, cv_inner_lambda = NULL,
  cv_inner_randomize_folds = FALSE, cv_inner_n_lambda = 10,
  cv_inner_n_folds = 10, cv_inner_nrep_em = 5,
  cv_inner_search_lambda = F, cv_inner_min_grid_ratio = 0.01,
  cv_inner_lambda_step = (0.1)^(1/10), cv_inner_stop_early = FALSE,
  glasso_standardize = TRUE, glasso_penalize_diagonal = FALSE,
  glasso_threshold = 1e-04,
  glasso_NA_method = "loh_wainwright_bias_correction",
  nodewise_regression_node = 1, elastic_net_alpha = 1,
  elastic_net_family = "gaussian", verbose = F, max_depth = Inf,
  section_search_min_points = 5, section_search_stepsize = 0.5,
  section_search_k_sigma = 0, section_search_tolerance = 0,
  segment_loss_min_points = 2, random_forest_n_tree = 600,
  random_forest_mtry = NULL, random_forest_sample_fraction = 1,
  u_statistic_n_MC = 250, u_statistic_n_Z = 25,
  u_statistic_alpha = 1,
  two_step_search_find_best_split = "shift_in_mean_and_variance",
  wbs_n_segments = 100)

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