Poor performance: speed and accuracy

[IkerMesa]

Hi,

I have tried the code and maybe I'm doing something wrong but the performance is not very good in my case. I have tried it with a signal of 118.796 points that has very clear ramps. The result is not very accurate and in addition the program requires more than 2 hours to obtain the result.

On the other hand, I have tried the same data with Matlab 2016b (function findchangepts( ) ) and the result is obtained in less than 1 second, with much better accuracy.

Attached there are:

• the signal: MyData.csv
• the result of BreakoutDetection
• the result of Matlab

Code R:

mydata = read.table("MyData.csv", header=FALSE)
x = unlist(mydata)
myRes = breakout(x, min.size=66, method='multi', beta=0.001, degree=1, plot=FALSE)

Code Matlab:

x = load('MyData.csv');
[ipt,residual] =findchangepts(x, 'Statistic','linear','MinDistance', 66,'MinThreshold',100);

MyData.zip