change-tutorial

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This repository contains code for the useR2017 tutorial "Introduction to optimal changepoint detection algorithms" by Toby Dylan Hocking and Rebecca Killick.

Rebecca: [[https://tdhock.github.io/change-tutorial/RK-CptWorkshop.html][Unsupervised changepoint detection]] 90 minutes [[https://channel9.msdn.com/events/useR-international-R-User-conferences/useR-International-R-User-2017-Conference/Introduction-to-optimal-changepoint-detection-algorithms?term%3Dhocking][video]]. [[file:RK-CptWorkshop.Rmd][Source Rmd]].

Toby: [[https://tdhock.github.io/change-tutorial/Supervised.html][Supervised changepoint detection]] [[https://rcdata.nau.edu/genomic-ml/change-tutorial/Supervised.html][NAU copy]], 90 minutes [[https://channel9.msdn.com/events/useR-international-R-User-conferences/useR-International-R-User-2017-Conference/Introduction-to-optimal-changepoint-detection-algorithms-II?term%3Dhocking][video]]. [[file:Supervised.Rmd][Source Rmd]].

• Do the exercises during class on this Rcloud notebook https://rcloud.social/edit.html?notebook=3e66297efb401bc0c6333ad517804f85 (make sure to click the fork so you can makes changes). source: [[file:Supervised-exercises.R]]

** TODOs

For a more advanced tutorial, check out coarseDataTools::EMforCFR, adapEnetClass, icenReg, and non-linear models.

Try cv.glmnet(family="poisson") for predicting the number of changepoints.

Copy and adapt tutorial materials from [[https://github.com/eRum2016/Workshops/blob/master/details/An%2520introduction%2520to%2520changepoint%2520models%2520using%2520R.md][Rebecca's eRum2016 workshop]].

[[file:depmixS4.models.R]] tries to fit an HMM to the neuroblastoma data set, but I ran into [[file:depmixS4.bugs.R]] -- I emailed the author [email protected] on May 31 but I haven't heard anything yet.

** 9 June 2017

Compare with BIC from PELT/fpop [[file:pelt.fpop.R]]

** 27 Apr 2017

[[https://rcdata.nau.edu/genomic-ml/change-tutorial/Supervised.html][Compiled Rmd HTML Supervised changepoint tutorial]], first draft, source: [[file:Supervised.Rmd]].

** 28 Feb 2017

[[file:montreal-biohackathon-2017.org]] describes a changepoint detection challenge for a 24 hour Biohackathon.

** 13 Feb 2017 [[file:figure-regression-interactive-some.R]] creates [[http://bl.ocks.org/tdhock/raw/eee5fd673c258ae554702d9c7c60f69b/][5 plot interactive data viz]]. ** 9 Feb 2017

[[file:figure-regression-interactive-some.R]] for interactive figure with a few profiles that we can zoom in to. http://bl.ocks.org/tdhock/raw/9fc37a7aaf291cef364aab3fb41dd898/

[[file:figure-regression-interactive.R]] for comparing BIC and learned model on entire neuroblastoma data set.

penaltyLearning package for exactModelSelection and targetInterval.

** 25 Nov 2016

Begin [[file:breakpoint.learning.cv.R]] which will read [[file:breakpoint.learning.RData]] and estimate breakpoint predicted test error via 6-fold cross-validation (including BIC, mBIC, supervised penalty learning via iregnet).