Change-in-Slope OP Algorithm with a Finite Number of States

Optimal partitioning algorithm for change-in-slope problem with continuity constraint and a finite number of states. Some constraints can be enforced in the inference: isotonic, unimodal or smoothing. With the function slopeSN() (segment neighborhood) the number of segments to infer is fixed by the user and does not depend on a penalty value.


Reference manual

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1.0.1 by Vincent Runge, a year ago

Browse source code at

Authors: Vincent Runge [aut, cre] , Marco Pascucci [aut]

Documentation:   PDF Manual  

MIT + file LICENSE license

Imports Rcpp

Linking to Rcpp

See at CRAN