https://github.com/tdhock/binseg
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Tip revision: 24eed0e9cbf2b383a309e266aff3b8a8fd98375f authored by Toby Dylan Hocking on 15 September 2020, 17:21:17 UTC
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Tip revision: 24eed0e
README.org
Efficient implementation of binary segmentation

This package uses the =.C= interface. 
- [[https://github.com/tdhock/binseg/blob/master/src/binseg_normal.cpp][binseg_normal]] returns everything you would need to recover model parameters (segment means).
- [[https://github.com/tdhock/binseg/blob/master/src/binseg_normal_cost.cpp][binseg_normal_cost]] returns just the cost (faster by some small constant factors).
See [[https://github.com/tdhock/binsegRcpp][binsegRcpp]] 
for a more user friendly implementation of the same algorithm which also includes documentation/methods/examples/tests.
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