section_search: Section search optimisation algorithm
In MalteLond/rfcd: Random Forest Change Point Detection

Description Usage Arguments Value

Finds an (approximate) maximum of gain_function by intelligently evaluating at some of the split_candidates. Works best if split_candidates is an interval.

1	section_search(gain_function, split_candidates, control)

`gain_function`	A function with formal arguments `x`, `start`, `end` and `lambda` that returns a closure with argument `split_point`, that returns the gain after splitting the segment (`start`, `end`] at `split_point` given data `x` and tuning parameter `lambda`.
`split_candidates`	An array of indices where gain function is (possibly) evaluated.
`control`	An object of class `hdcd_control` as generated by hdcd_control.