DynProg Rcpp DynProg computes the change points given a cost matrix matD and a maximum number of segments Kmax

wrap_dynprog_cpp(G, K)

Arguments

G: the cost Matrix os size n x n
K: the number of segments considered

Value

a list with J.est a vector with Kmax value, the Kth is the minimum contrast for a model with K segments (-J.est is the log-likelihood) and with t.test a matrix, line K are the coordinates of the change points for a model with K segments