DynProg: DynProg computes the change points given a cost matrix matD...

Description Usage Arguments Value

View source: R/DynProg.R

Description

DynProg computes the change points given a cost matrix matD and a maximum number of segments Kmax

Usage

1
DynProg(matD, Kmax)

Arguments

matD

the cost Matrix os size n x n

Kmax

the maximal number of segments

Value

a list with J.est a vector with Kmax value, the Kth is the minimum contrast for a model with K segments (-J.est is the log-likelihood) and with t.test a matrix, line K are the coordinates of the change points for a model with K segments


MarieEtienne/segTraj documentation built on May 7, 2019, 2:51 p.m.