pyhctsa.operations.changepoint.l1pwc_sweep_lambda¶

pyhctsa.operations.changepoint.l1pwc_sweep_lambda(y, lambdar)¶

Dependence of step detection on regularization parameter.

Gives information about discrete steps in the signal across a range of regularization parameters lambda, using the function l1pwc from Max Little’s step detection toolkit.

cf., “Sparse Bayesian Step-Filtering for High-Throughput Analysis of Molecular Machine Dynamics”, Max A. Little, and Nick S. Jones, Proc. ICASSP (2010)

Parameters:¶

y : array_like¶

The input time series.

lambdar : array_like¶

A vector specifying the lambda parameters to use.

Returns:¶

At each iteration, the CP_ML_StepDetect code was run with a given lambda, and the number of segments, and reduction in root mean square error from removing the piecewise constants was recorded. Outputs summarize how these quantities vary with lambda.

Return type:¶

dict