Charles Truong

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Hi, sorry for the very late reply. We add `pen` to the sum for the following reason. (I use the notations of our paper.) - `pen` is equal to `beta`,...

Thanks for this comparison. The function from ruptures that you used is not really optimized for the piecewise constant model (it is pure python). You should compare to rpt.KernelCPD(kernel="linear") instead,...