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Title: GitHub - RcppDeepState/RcppDynProg: Dynamic Programming implemented in Rcpp. Includes example partition and out of sample fitting applications.

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Description: Dynamic Programming implemented in Rcpp. Includes example partition and out of sample fitting applications. - RcppDeepState/RcppDynProg

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X Description: Dynamic Programming implemented in Rcpp. Includes example partition and out of sample fitting applications. - RcppDeepState/RcppDynProg

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https://cran.r-project.org/package=RcppDynProg
https://CRAN.R-project.org/package=RcppDynProg
https://patch-diff.githubusercontent.com/RcppDeepState/RcppDynProg#the-package
RcppDynProghttps://github.com/WinVector/RcppDynProg
Rcpphttps://CRAN.R-project.org/package=Rcpp
Rhttps://www.r-project.org
dynamic programminghttps://en.wikipedia.org/wiki/Dynamic_programming
https://patch-diff.githubusercontent.com/RcppDeepState/RcppDynProg#the-abstract-problem
RcppDynProg::solve_interval_partition()https://winvector.github.io/RcppDynProg/reference/solve_interval_partition.html
partitionhttps://en.wikipedia.org/wiki/Partition_of_a_set
https://patch-diff.githubusercontent.com/RcppDeepState/RcppDynProg#an-application
https://patch-diff.githubusercontent.com/RcppDeepState/RcppDynProg/blob/main/tools/README-r1-1.png
can be done with a smoothing splinehttps://github.com/WinVector/RcppDynProg/blob/master/extras/SegmentationL.md
PRESS statistichttps://win-vector.com/2014/09/25/estimating-generalization-error-with-the-press-statistic/
https://patch-diff.githubusercontent.com/RcppDeepState/RcppDynProg/blob/main/tools/README-rg1-1.png
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RcppDynProg::solve_for_partition()https://winvector.github.io/RcppDynProg/reference/solve_for_partition.html
https://patch-diff.githubusercontent.com/RcppDeepState/RcppDynProg/blob/main/tools/README-r2-1.png
RcppDynProg::solve_for_partition()https://winvector.github.io/RcppDynProg/reference/solve_for_partition.html
PRESS statistichttps://win-vector.com/2014/09/25/estimating-generalization-error-with-the-press-statistic/
vtreathttps://github.com/WinVector/vtreat
custom-coderhttps://win-vector.com/2017/09/25/custom-level-coding-in-vtreat/
RcppDynProg::piecewise_linear()https://winvector.github.io/RcppDynProg/reference/piecewise_linear.html
herehttps://github.com/WinVector/zmPDSwR/blob/master/KDD2009/KDD2009vtreat.md
herehttps://winvector.github.io/RcppDynProg/articles/Segmentation.html
https://patch-diff.githubusercontent.com/RcppDeepState/RcppDynProg#the-methodology
parameterized complexityhttps://www.springer.com/us/book/9780387948836
basic timingshttps://github.com/WinVector/RcppDynProg/blob/master/extras/Timings.md
the C++ implementationhttps://github.com/WinVector/RcppDynProg/blob/master/src/solve_interval_partition.cpp
a direct transliteration Rhttps://github.com/WinVector/RcppDynProg/blob/master/R/solve_dyn_R.R
seqi()https://winvector.github.io/wrapr/reference/seqi.html
over 400 times fasterhttps://github.com/WinVector/RcppDynProg/blob/master/extras/time_python.ipynb
Python direct transliterationhttps://github.com/WinVector/RcppDynProg/blob/master/extras/DynProg.py
segmented regressionhttps://en.wikipedia.org/wiki/Segmented_regression
GAMhttps://CRAN.R-project.org/package=gam
mgcvhttps://CRAN.R-project.org/package=mgcv
quantile segmentationhttps://github.com/WinVector/vtreat/blob/master/R/segmented_variable.R
splinehttps://github.com/WinVector/vtreat/blob/master/R/spline_variable.R
segmented packagehttps://CRAN.R-project.org/package=segmented
herehttps://github.com/WinVector/RcppDynProg/blob/master/extras/sp500/segmented_Example.md
herehttps://github.com/WinVector/RcppDynProg/blob/master/extras/sp500/sp500_example.pdf
dynprog packagehttps://CRAN.R-project.org/package=dynprog
dpseghttps://CRAN.R-project.org/package=dpseg
winvector.github.io/RcppDynProg/https://winvector.github.io/RcppDynProg/
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