SegAnnot: an R package for fast segmentation of annotated piecewise constant signals

Toby Dylan Hocking 1, 2, 3 Guillem Rigaill 4
1 SIERRA - Statistical Machine Learning and Parsimony
DI-ENS - Département d'informatique de l'École normale supérieure, ENS Paris - École normale supérieure - Paris, Inria Paris-Rocquencourt, CNRS - Centre National de la Recherche Scientifique : UMR8548
Abstract : We describe and propose an implementation of a dynamic programming algorithm for the segmentation of annotated piecewise constant signals. The algorithm is exact in the sense that it recovers the best possible segmentation w.r.t. the quadratic loss that agrees with the annotations.
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https://hal.inria.fr/hal-00759129
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Submitted on : Friday, November 30, 2012 - 10:16:22 AM
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Toby Dylan Hocking, Guillem Rigaill. SegAnnot: an R package for fast segmentation of annotated piecewise constant signals. 2012. ⟨hal-00759129⟩

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