Weighted Empirical Risk Minimization for Changepoint Regression


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Documentation for package ‘weightederm’ version 0.1.0

Help Pages

coef.werm_fit Extract last-segment coefficients
predict.werm_fit Predict using the last-segment refit
summary.werm_fit Summarise a fitted WERM model
weightederm_configure_python Configure which Python environment weightederm uses
werm_huber Fit a WERM changepoint model with Huber loss
werm_huber_cv Fit a WERM changepoint model with Huber loss and CV selection
werm_least_squares Fit a WERM changepoint model with squared loss
werm_least_squares_cv Fit a WERM changepoint model with squared loss and CV selection
werm_logistic Fit a WERM changepoint model with binary logistic loss
werm_logistic_cv Fit a WERM changepoint model with logistic loss and CV selection