Optimal Partitioning


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Documentation for package ‘opart’ version 2019.1.0

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