Penalty Learning

Implementations of algorithms from Learning Sparse Penalties for Change-point Detection using Max Margin Interval Regression, by Hocking, Rigaill, Vert, Bach <> published in proceedings of ICML2013.


Reference manual

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2017.07.11 by Toby Dylan Hocking, 4 months ago

Browse source code at

Authors: Toby Dylan Hocking

Documentation:   PDF Manual  

GPL-3 license

Imports geometry, ggplot2

Depends on data.table

Suggests Segmentor3IsBack, neuroblastoma, microbenchmark, cghseg, testthat, future, directlabels

Imported by PeakSegJoint, PeakSegOptimal.

Suggested by PeakSegDP.

See at CRAN