Statistics – Computation
Scientific paper
2012-04-25
Statistics
Computation
Scientific paper
We present in this paper a generic implementation of the Pruned Dynamic
Programing Algorithm. We discuss the performance of this algorithm compared to
that of reveal algorithms (PELT, CART) - also programed in C++ to allow a fair
comparison. The program was written in a full template way, thus allowing a
large range of applications and a convenient way of adding extensions.
Cleynen Alice
Koskas Michel
Rigaill Guillem
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