binary_segmentation: Binary Segmentation
In mlondschien/hdcd: High - Dimensional Change Point Detection

Search for change points with Binary Segmentation, Wild Binary Segmentation or Seeded Binary Segmentation

1
2
3

binary_segmentation(x, get_best_split, delta, lambda = 0, gamma = 0,
  segmentation = "BS", cross_validation_function = NULL,
  control = hdcd_control())

`x`	An n x p data matrix
`get_best_split`	A function with arguments `x`, `start`, `end`, `split_candidates` and `lambda`, that returns a list with entries `gain`, \copemax_gain, `best_split` and possibly `permutation_test` and `pval`.
`delta`	Minimal relative segment length, defaults to 0.1
`lambda`	Tuning parameter passed to the method.
`gamma`	Minimal required gain to split in the Binary Segmentation Procedure. Defaults to 0.
`segmentation`	Segmentation method to be used. One of `BS`, `SBS` or `WBS`.
`cross_validation_function`	A function with arguments `x`, `start`, `end`, `lambda`, `folds` and `control`
`control`	Control parameter as returned by hdcd_control