segmentation {MSigSeg}

Detecting common change points for multiple signals.

Description

Calculates the optimal positioning and number of common breakpoints for multiple signals.

Usage

segmentation(Y, lambda, flag = TRUE, return_smooth_signals = TRUE)

Arguments

Y

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

lambda

A penalty term, small value leads to large number of breakpoints, and vice versa.

flag

Logical. If True then use th PELT method. If False then use the OP method.

return_smooth_signals

Logical. If True then smoothed signals are returned.

Details

This function uses modified PELT method to find optimal common change points for multiple signals.

Value

An object of S4 class "MSigSeg"

Examples

data(data_test)
segmentation(data_test,100)