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gfpop
View on CRAN: Click
here
Download and install gfpop package within the R console
Install from CRAN:
install.packages("gfpop")
Install from Github:
library("remotes")
install_github("cran/gfpop")
Install by package version:
library("remotes")
install_version("gfpop", "1.1.1")
Attach the package and use:
library("gfpop")
Maintained by
Vincent Runge
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
First Published: 2020-11-25
Latest Update: 2023-03-27
Description:
Penalized parametric change-point detection by functional pruning dynamic programming algorithm. The successive means are constrained using a graph structure with edges defining the nature of the changes These changes can be unconstrained (type std), up or down constrained (type up and down) or constrained by a minimal size jump (type abs). The type null means that the graph allows us to stay on the same segment. To each edge we can associate some additional properties: a minimal gap size, a penalty, some robust parameters (K,a) for biweight (K) and Huber losses (K and a). The user can also constrain the inferred means to lie between some minimal and maximal values. Data is modeled by a cost with possible use of a robust loss, biweight and Huber (see edge parameters K and a). These costs should have a quadratic, log-linear or a log-log representation. This includes quadratic Gaussian cost (type = 'mean'), log-linear cost (type = 'variance', 'poisson' or 'exp') and log-log cost (type = 'negbin'). More details in the paper published in the Journal of Statistical Software: .
How to cite:
Vincent Runge (2020). gfpop: Graph-Constrained Functional Pruning Optimal Partitioning. R package version 1.1.1, https://cran.r-project.org/web/packages/gfpop. Accessed 23 Apr. 2025.
Previous versions and publish date:
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Other R packages that gfpop depends,
imports, suggests or enhances
Functions, R codes and Examples using
the gfpop R package
Some associated functions: Edge . Node . StartEnd . dataGenerator . gfpop . graph . itergfpop . paperGraph . plot.gfpop . print.gfpop . sdDiff . summary.gfpop .
Some associated R codes: RcppExports.R . dataFunctions.R . gfpop.R . graph.R . paperGraphs.R . plot.R . print.R . summary.R . Full gfpop package functions and examples
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