lambda_estimator {MSigSeg}

Detecting common breakpoints with designated number.

Description

Automatic estimation of penalty parameter lambda for user defined breakpoints number.

Usage

lambda_estimator(Y, K)

Arguments

Y

An data.frame/matrix containing the data to be segmented. Each column stores a signal.

K

Number of change points users want to detect.

Details

This function is based on the segmentation() function. Number of breakpoints are defined by users and lambda is calculated by algorithm automatically.

Value

An object of S4 class "MSigSeg".

Examples

data(data_test)
lambda_estimator(data_test,5)