rkillick / changepoint.online

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Slim Memory requirements #1

Open rkillick opened 6 years ago

rkillick commented 6 years ago
  1. Remove data from ocpt class
  2. Trim lastchangelike to only contain the data from checklist and new data. To do this we need to make it a 2 column matrix with both likelihood and last data point (location in checklist). See original R code for PELT as this is how it was stored (inefficiently) in the past.
  3. Trim lastchangecpts to only be the locations in checklist - although need to check this makes sense for the recursion to find the changepoints, may need to keep the trees of checklist up until they intersect with one of the current changepoints (including 0).