PeakSegOptimal

swMATH35667CRANPeakSegOptimalMaRDI QIDQ51369

Optimal Segmentation Subject to Up-Down Constraints

Toby Dylan Hocking

Last update: 24 January 2024

Copyright license: GNU General Public License, version 3.0

Software version identifier: 2018.05.25, 2017.06.20, 2017.07.11, 2017.07.12, 2024.1.24

Source code repository: https://github.com/cran/PeakSegOptimal

Description

Computes optimal changepoint models using the Poisson likelihood for non-negative count data, subject to the PeakSeg constraint: the first change must be up, second change down, third change up, etc. For more info about the models and algorithms, read "A log-linear time algorithm for constrained changepoint detection" <arXiv:1703.03352> by TD Hocking et al.

Cites work

• A log-linear time algorithm for constrained changepoint detection

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