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An implimentation of the CROPS algorithm in 1D

Usage

crops(
  betaMin,
  betaMax,
  fCost,
  alg = pelt,
  betaP = Inf,
  min_length = 2,
  prune = TRUE,
  verbose = FALSE,
  maxIter = 100
)

Arguments

betaMin

lower bound of penalisation window

betaMax

upper bound of penalisation window

fCost

the cost function

alg

algorithm either capa of pelt

betaP

penalty for adding a point anomaly - only for use with capa

min_length

minimum number of values in a collective anomaly

prune

logical, should pruning be used

verbose

logical, print out progress

maxIter

maximum number of algorithm evaluations to perform

Value

something...

Details

This will only work for cost functions where the beta is additive!!!