weightederm
Weighted Empirical Risk Minimization for Changepoint Regression
R interface to the 'weightederm' package for 'Python', which provides 'scikit-learn'-style estimators for offline change point regression (data segmentation) via weighted empirical risk minimization. Supports least-squares, Huber, and logistic losses with fixed or cross-validated numbers of change points. Wraps 'Python' via 'reticulate'. Arpino and Venkataramanan (2026) <doi:10.48550/arXiv.2604.11746>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | weightederm_0.1.0.tar.gz |
64.9 KiB |
0.1.0 |
rolling linux/noble R-4.5 | weightederm_0.1.0.tar.gz |
64.8 KiB |
0.1.0 |
rolling source/ R- | weightederm_0.1.0.tar.gz |
23.6 KiB |
0.1.0 |
latest linux/jammy R-4.5 | weightederm_0.1.0.tar.gz |
64.9 KiB |
0.1.0 |
latest linux/noble R-4.5 | weightederm_0.1.0.tar.gz |
64.8 KiB |
0.1.0 |
latest source/ R- | weightederm_0.1.0.tar.gz |
23.6 KiB |
0.1.0 |
2026-04-26 source/ R- | weightederm_0.1.0.tar.gz |
23.6 KiB |
0.1.0 |
2026-04-23 source/ R- | weightederm_0.1.0.tar.gz |
23.6 KiB |
Dependencies (latest)
Imports
- reticulate (>= 1.28)
Suggests
- testthat (>= 3.0.0)