R: Weighted Empirical Risk Minimization for Changepoint Regression

# Weighted Empirical Risk Minimization for Changepoint Regression

## Documentation for package ‘weightederm’ version 0.1.0

- DESCRIPTION file.
- Package NEWS.

## Help Pages

coef.werm_fit | Extract last-segment coefficients
predict.werm_fit | Predict using the last-segment refit
summary.werm_fit | Summarise a fitted WERM model
weightederm_configure_python | Configure which Python environment weightederm uses
werm_huber | Fit a WERM changepoint model with Huber loss
werm_huber_cv | Fit a WERM changepoint model with Huber loss and CV selection
werm_least_squares | Fit a WERM changepoint model with squared loss
werm_least_squares_cv | Fit a WERM changepoint model with squared loss and CV selection
werm_logistic | Fit a WERM changepoint model with binary logistic loss
werm_logistic_cv | Fit a WERM changepoint model with logistic loss and CV selection