gfpop
gfpop: an R Package for Univariate Graph-Constrained Change-point Detection. In a world with data that change rapidly and abruptly, it is important to detect those changes accurately. In this paper we describe an R package implementing an algorithm recently proposed by Hocking et al. [2017] for penalised maximum likelihood inference of constrained multiple change-point models. This algorithm can be used to pinpoint the precise locations of abrupt changes in large data sequences. There are many application domains for such models, such as medicine, neuroscience or genomics. Often, practitioners have prior knowledge about the changes they are looking for. For example in genomic data, biologists sometimes expect peaks: up changes followed by down changes. Taking advantage of such prior information can substantially improve the accuracy with which we can detect and estimate changes. Hocking et al. [2017] described a graph framework to encode many examples of such prior information and a generic algorithm to infer the optimal model parameters, but implemented the algorithm for just a single scenario. We present the gfpop package that implements the algorithm in a generic manner in R/C++. gfpop works for a user-defined graph that can encode the prior nformation of the types of change and implements several loss functions (Gauss, Poisson, Binomial, Biweight and Huber). We then illustrate the use of gfpop on isotonic simulations and several applications in biology. For a number of graphs the algorithm runs in a matter of seconds or minutes for 10^5 datapoints.
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References in zbMATH (referenced in 3 articles , 1 standard article )
Showing results 1 to 3 of 3.
Sorted by year (- Toby Dylan Hocking, Guillem Rigaill, Paul Fearnhead, Guillaume Bourque: Generalized Functional Pruning Optimal Partitioning (GFPOP) for Constrained Changepoint Detection in Genomic Data (2022) not zbMATH
- Hocking, Toby Dylan; Rigaill, Guillem; Fearnhead, Paul; Bourque, Guillaume: Constrained dynamic programming and supervised penalty learning algorithms for peak detection in genomic data (2020)
- Vincent Runge, Toby Dylan Hocking, Gaetano Romano, Fatemeh Afghah, Paul Fearnhead, Guillem Rigaill: gfpop: an R Package for Univariate Graph-Constrained Change-point Detection (2020) arXiv