piecewise_linear_coder {RcppDynProg}

Piecewise linear fit coder factory.

Description

Build a piecewise linear fit coder with some parameters bound in.

Usage

piecewise_linear_coder(
  penalty = 1,
  min_n_to_chunk = 1000,
  min_seg = 10,
  max_k = 1000
)

Arguments

penalty

per-segment cost penalty.

min_n_to_chunk

minimum n to subdivied problem.

min_seg

positive integer, minimum segment size.

max_k

maximum segments to divide into.

Value

a vtreat coder

Examples

coder <- piecewise_linear_coder(min_seg = 1)
coder("x", 1:8, c(1, 2, 3, 4, 4, 3, 2, 1))