DPmain: Main function of DP approach

In boris109able/ChangePointCalc: Estimate change-points via Sparse Group Lasso and Dynamic Programming.

Description

Main function of DP approach

Usage

DPmain(x, y, K)

Arguments

x	input data x
y	input data y
K	given number of change-points

Author(s)

Bingwen Zhang

References

Bingwen Zhang, Jun Geng and Lifeng Lai, Detecting changes in regression models via sparse group lasso, http://users.wpi.edu/~bzhang/icassp_v1.pdf

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (x, y, K) 
{
    n <- dim(x)[1]
    p <- dim(x)[2]
    c1 <- computeC(x, y, n, p)
    sol <- DPSol(x, y, n, p, K + 1, c1)
    predictedAlpha <- PrintAlpha(x, y, sol)
    return(list(Sol = sol, AlphaHat <- predictedAlpha))
  }

boris109able/ChangePointCalc documentation built on May 13, 2019, 12:34 a.m.