R/RcppExports.R

Defines functions FPOPDp

Documented in FPOPDp

# Generated by using Rcpp::compileAttributes() -> do not edit by hand
# Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393

#' @title FPOPDp 
#'                                                                                                        
#' @description Detection changepoints using the Functional Pruning Optimal Partitioning method (FPOP) in p-variate time series in a p-variable time series of length n.                         
#'                                                                                                       
#' @param data is a matrix of data(p-rows x n-columns).                               
#' @param penalty is a value of penalty (a non-negative real number).                                        
#' @param type is a value defining the  type of geometry for FPOP-pruning: type=1: ("intersection" of sets), approximation - rectangle; type=2:("intersection" of sets)"minus"("union" of sets), approximation - rectangle; type=3: (last disk)"minus"("union" of sets), approximation - disk.       
#'                                                                                                          
#' @return a list of  elements  = (changepoints, means, globalCost).                    
#'  
#' \describe{
#' \item{\code{chpts}}{is the changepoint vector that gives the last index of each segment for the p-variate time series.}
#' \item{\code{means}}{is the list of successive means for the p-variate time series.}
#' \item{\code{globalCost}}{is a number equal to the global cost.}
#' }                                                                                                                                                                                 
#' 
#' @examples FPOPDp(data = data_genDp(p = 3, n = 100, chpts = 100, means = matrix(c (0, 0, 0), nrow = 3), noise = 1), penalty = 2*log(100), type = 2) 
FPOPDp <- function(data, penalty, type) {
    .Call(`_FPOPapprox2D_FPOPDp`, data, penalty, type)
}
lpishchagina/FPOPapprox2D documentation built on Dec. 21, 2021, 11:49 a.m.