Hi,

I added an Ipython notebook with example code to the repo.

Johannes

Quoting Alexandre Gramfort (2014-04-11 11:24:00)
> hi Johannes,
> 
> I am personally interested by this code. Can you make it a bit
> more userfriendly adding an example as we do with sklearn?
> 
> for sklearn, to start, what I recommend is to adapt it to use the sklearn API
> and add it to the wiki page of related projects.
> 
> best,
> Alex
> 
> 
> On Fri, Apr 11, 2014 at 10:48 AM, Johannes Kulick
> <johannes.kul...@ipvs.uni-stuttgart.de> wrote:
> > Hi there,
> >
> > Over the last days I implemented Bayesian Changepoint Detection (online &
> > offline versions). The code is not polished yet, but I wondered if there is
> > interest in me getting the code to a state s.t. it could be included to 
> > scikit
> > learn?
> >
> > For the online version I basically translated a matlab version of the paper
> > author [1], so I would have to clear licence stuff with him. The offline
> > version is based on [2] and [3] but fully my own implementation.
> >
> > I first put it on github:
> > http://github.com/hildensia/bayesian_changepoint_detection
> >
> > Best,
> > Johannes
> >
> > [1] Ryan P. Adams, David J.C. MacKay, Bayesian Online Changepoint Detection,
> > arXiv 0710.3742 (2007)
> >
> > [2] Paul Fearnhead, Exact and Efficient Bayesian Inference for Multiple
> > Changepoint problems, Statistics and computing 16.2 (2006), pp. 203--213
> >
> > [3] Xuan Xiang, Kevin Murphy, Modeling Changing Dependency Structure in
> > Multivariate Time Series, ICML (2007), pp. 1055--1062
> >
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