Table of Contents

Class PELTPenaltySelectionOptions

Namespace
SignalSharp.Detection.PELT
Assembly
SignalSharp.dll

Configuration options for the automatic penalty selection process in PELT.

public record PELTPenaltySelectionOptions : IEquatable<PELTPenaltySelectionOptions>
Inheritance
PELTPenaltySelectionOptions
Implements
Inherited Members

Constructors

PELTPenaltySelectionOptions(PELTPenaltySelectionMethod)

Configuration options for the automatic penalty selection process in PELT.

public PELTPenaltySelectionOptions(PELTPenaltySelectionMethod Method)

Parameters

Method PELTPenaltySelectionMethod

The core selection method to use (e.g., BIC, AIC).

Properties

MaxPenalty

The maximum penalty value to consider during the search. If null, the selector might attempt to infer a reasonable maximum. Used primarily by grid-search based methods (like AIC/BIC checks).

public double? MaxPenalty { get; init; }

Property Value

double?

Method

The core selection method to use (e.g., BIC, AIC).

public PELTPenaltySelectionMethod Method { get; init; }

Property Value

PELTPenaltySelectionMethod

MinPenalty

The minimum penalty value to consider during the search. If null, the selector might attempt to infer a reasonable minimum. Used primarily by grid-search based methods (like AIC/BIC checks).

public double? MinPenalty { get; init; }

Property Value

double?

NumPenaltySteps

The approximate number of penalty values to test between MinPenalty and MaxPenalty. Used primarily by grid-search based methods (like AIC/BIC checks). Ignored by CROPS. Defaults to 50.

public int NumPenaltySteps { get; init; }

Property Value

int