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rkillick / changepoint.online

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Penalties #2

Open rkillick opened 6 years ago

rkillick commented 6 years ago

Penalty should not be the same as offline, instead should be penalty="ARL" and pen.value=runlen e.g. 100,500,1000. This then should translate into a fixed penalty in the penalty_decision function.

rkillick commented 6 years ago

Should also have a "Manual" option too.