Exact change-point algorithm for the segmentation of profiles according to the log-likelihood criterion for 4 possible models: Poisson, Gaussian homoscedastic, negative binomial, Gaussian with constant mean.
This function is used to compute the cost of the best segmentation in K segments given the position of a change-point, and to return the optimal segmenation having a change-point at location t.
The functions are used for change-point problems. Given a loss function (Poisson, Normal homoscedastic, Negative Binomial or Normal Heteroscedastic (with given constant mean)), the function Segmentor estimates the optimal segmentation with respect to the log-likelihood. The Segmentor gives estimates of the breakpoint locations as well as the loss function parameter of each segment.