jointseg (version 1.0.2)

pruneByDP: Exact segmentation of a multivariate signal using dynamic programming.

Description

Exact segmentation of a multivariate signal using dynamic programming.

Usage

pruneByDP(Y, candCP = 1:(nrow(Y) - 1), K = length(candCP),
  allowNA = TRUE, verbose = FALSE)

Arguments

Y

A n*p signal to be segmented

candCP

A vector of candidate change point positions (defaults to 1:(n-1))

K

The maximum number of change points to find

allowNA

A boolean value specifying whether missing values should be allowed or not.

verbose

A logical value: should extra information be output ? Defaults to FALSE.

Value

A list with elements:

bkpList

A list of vectors of change point positions for the best model with k change points, for k=1, 2, ... K

rse

A vector of K+1 residual squared errors

V

V[i,j] is the best RSE for segmenting intervals 1 to j

Details

This function retrieves the maximum likelihood solution of the gaussian homoscedastic change model into segments, for \(K \in {1 \dots length(candCP)}\). The dynamic programming algorithm used is quadratic in time. For signals containing more than 1000 points, we recommend using a first pass segmentation (see segmentByRBS) to find a smaller number of candidates, and to run pruneByDP on these candidates only, as initially suggested by Gey and Lebarbier (2008). These two steps can be performed using jointSeg for generic multivariate signals, and using PSSeg for copy number signals from SNP array data.

if allowNA, the calulation of the cost of removing candidate breakpoints between i and j for i<j tolerates missing values. Method !allowNA is maintained in order to check consistency with the original dynamic programming in the absence of NA:s.

References

Bellman, R. (1961). On the approximation of curves by line segments using dynamic programming. Communications of the ACM, 4(6), 284.

Gey, S., & Lebarbier, E. (2008). Using CART to Detect Multiple Change Points in the Mean for Large Sample. http://hal.archives-ouvertes.fr/hal-00327146/

See Also

jointSeg, PSSeg

Examples

# NOT RUN {
p <- 2
trueK <- 10
sim <- randomProfile(1e4, trueK, 1, p)
Y <- sim$profile
K <- 2*trueK
res <- segmentByRBS(Y, K)
resP <- pruneByDP(Y, res$bkp)

##   Note that all of the above can be dmethod=="other"one directly using 'jointSeg'
resJ <- jointSeg(sim$profile, method="RBS", K=K)
stopifnot(identical(resP$bkpList, resJ$dpBkp))

## check consistency when no NA
resP2 <- pruneByDP(Y, res$bkp, allowNA=FALSE)
max(abs(resP$rse-resP2$rse))

plotSeg(Y, list(resP$bkp[[trueK]], sim$bkp), col=1)

# }