labelled_opart_gaussian: compute the optimal changepoint model for a vector of...

In as4378/LabelledOpart: Optimal Partitioning

Description

compute the optimal changepoint model for a vector of real-valued data and a non-negative real-valued penalty, given the square loss (to minimize) / gaussian likelihood (to maximize)

Usage

labelled_opart_gaussian(data, labels, penalty)

Arguments

data	A numerical vector for which the changepoint model is to be computed
labels	A data frame containing information of labelled regions and breaks
penalty	A non-negative real number indicating penalty parameter

Value

A vector of the optimal cost values and a vector of the optimal segment ends

as4378/LabelledOpart documentation built on July 13, 2020, 6:22 p.m.