Optimal Partitioning

Documentation for package ‘opart’ version 2019.1.0

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)