Optimal Partitioning

A reference implementation of standard optimal partitioning algorithm in C using square-error loss and Poisson loss functions as described by Robert Maidstone (2016) , Toby Hocking (2016) , Guillem Rigaill (2016) , Paul Fearnhead (2016) . It scales quadratically with number of data points in terms of time-complexity.


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Reference manual

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