line_search: Line search optimisation algorithm
In mlondschien/hdcd: High - Dimensional Change Point Detection
Description
Usage
Arguments
Value
Description
Finds an (exact) maximum of gain_function by evaluating it at each of split_candidates.
Usage
1
line_search(gain_function, split_candidates, n, control)
Arguments
gain_function
closure
split_candidates
An array of indices where gain function is (possibly) evaluated.
n
total number of observations
control
Control parameter as returned by hdcd_control
Value
A list with entries gain, max_gain and best_split
mlondschien/hdcd documentation built on Jan. 5, 2021, 11:26 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value
Description
Finds an (exact) maximum of gain_function by evaluating it at each of split_candidates.
Usage
1 | line_search(gain_function, split_candidates, n, control)
|
Arguments
gain_function |
closure |
split_candidates |
An array of indices where gain function is (possibly) evaluated. |
n |
total number of observations |
control |
Control parameter as returned by hdcd_control |
Value
A list with entries gain, max_gain and best_split
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.