myPELT: Pruned Exact Linear Time

In Qrtsaad/CHANGEPOINT: Methods for changepoint detection

Description

Pruned Exact Linear Time Algorithm

Usage

myPELT(data, cost = "gauss", beta = best_beta(data))

Arguments

data	vector of data points
cost	a number
beta	a number

Value

a vector of changepoints, global cost

Examples

myPELT(c(0,0,1,1,0,0,0), beta = 0.00001)
myPELT(c(rnorm(50, mean = 0, sd = 0), rnorm(50, mean = 10, sd = 0)), beta = 1)
myPELT(data_generator(25, chpts = c(10,20), means = c(20,0,20), type = "gauss"), beta = 5)

Qrtsaad/CHANGEPOINT documentation built on Dec. 18, 2021, 8:42 a.m.