initial commit

1 files changed, 153 insertions, 0 deletions

diff --git a/execs/R/cpdbench_changepoint.R b/execs/R/cpdbench_changepoint.R
new file mode 100644
index 00000000..ed1f6391
--- /dev/null
+++ b/execs/R/cpdbench_changepoint.R
@@ -0,0 +1,153 @@
+#' ---
+#' title: Wrapper for changepoint package in TCPDBench
+#' author: G.J.J. van den Burg
+#' date: 2019-09-28
+#' license: See LICENSE file.
+#' copyright: 2019, The Alan Turing Institute
+#' ---
+
+library(argparse)
+library(changepoint)
+
+load.utils <- function() {
+    # get the name of the current script so we can load utils.R (yay, R!)
+    cmd.args <- commandArgs(trailingOnly=F)
+    file.arg <- "--file="
+    this.script <- sub(file.arg, "", cmd.args[grep(file.arg, cmd.args)])
+    this.dir <- dirname(this.script)
+    utils.script <- file.path(this.dir, 'utils.R')
+    source(utils.script)
+}
+
+parse.args <- function() {
+    parser <- ArgumentParser(description='Wrapper for changepoint package')
+    parser$add_argument('-i', 
+                        '--input',
+                        help='path to the input data file',
+                        required=TRUE
+    )
+    parser$add_argument('-o',
+                        '--output',
+                        help='path to the output file')
+    parser$add_argument('-f',
+                        '--func',
+                        choices=c('mean', 'var', 'meanvar'), 
+                        help='Function to call in the changepoint package',
+                        required=TRUE
+    )
+    parser$add_argument('-p',
+                        '--penalty',
+                        choices=c(
+                                  'None',
+                                  'SIC',
+                                  'BIC',
+                                  'MBIC',
+                                  'AIC',
+                                  'Hannan-Quinn',
+                                  'Asymptotic'
+                                  ),
+                        help='Choice of penalty in the cpt function',
+                        default='MBIC'
+    )
+    parser$add_argument(
+                        '-m',
+                        '--method',
+                        choices=c('AMOC', 'PELT', 'SegNeigh', 'BinSeg'),
+                        help="Choice of method in the cpt function",
+                        default='AMOC'
+    )
+    parser$add_argument(
+                        '-t',
+                        '--test-statistic',
+                        choices=c('Normal', 'CUSUM', 'CSS', 'Gamma',
+                                  'Exponential', 'Poisson'),
+                        help="Test statistic to use",
+                        default='Normal'
+    )
+    parser$add_argument('-Q',
+                        '--max-cp',
+                        help='Maximum number of change points',
+                        choices=c('max', 'default'),
+                        default='max')
+    return(parser$parse_args())
+}
+
+main <- function()
+{
+    args <- parse.args()
+
+    # load the data
+    data <- load.dataset(args$input)
+
+    n.obs <- data$original$n_obs
+
+    # get the parameter list
+    defaults <- list()
+    # we set this to the maximum because we have no a priori knowledge of the 
+    # maximum number of change points we expect.
+    if (args$method == 'BinSeg' || args$method == 'SegNeigh') {
+        if (args$max_cp == 'max')
+            defaults$Q <- n.obs/2 + 1
+        else
+            defaults$Q <- 5
+    }
+    if (args$penalty == "Asymptotic")
+        defaults$pen.value <- 0.05
+    else
+        defaults$pen.value <- 0 # not used for other penalties
+    params <- make.param.list(args, defaults)
+
+    if (args$func == "mean") {
+        cpt.func <- cpt.mean
+    } else if (args$func == "var") {
+        cpt.func <- cpt.var
+    } else if (args$func == "meanvar") {
+        cpt.func <- cpt.meanvar
+    }
+
+    if (data$original$n_dim > 1) {
+        # changepoint package can't handle multidimensional data
+        exit.error.multidim(data$original, args, params)
+    }
+
+    vec <- as.vector(data$mat)
+    start.time <- Sys.time()
+
+    # call the appropriate function with the specified parameters
+    result <- tryCatch({
+        locs <- cpt.func(vec,
+                 penalty=params$penalty,
+                 pen.value=params$pen.value,
+                 method=params$method,
+                 test.stat=params$test_statistic,
+                 Q=params$Q,
+                 class=FALSE
+        )
+        list(locations=locs, error=NULL)
+    }, error=function(e) {
+        return(list(locations=NULL, error=e$message))
+    })
+    stop.time <- Sys.time()
+    runtime <- difftime(stop.time, start.time, units="secs")
+
+    if (!is.null(result$error)) {
+        exit.with.error(data$original, args, params, result$error)
+    }
+
+    # convert indices to 0-based indices.
+    if (params$method == 'AMOC') {
+        locations <- c(result$locations[1]) - 1
+        names(locations) <- NULL
+        locations <- as.list(locations)
+    } else {
+        if (is.list(result$locations)) {
+            result$locations <- result$locations$cpts
+        }
+        locations <- as.list(result$locations - 1)
+    }
+
+    exit.success(data$original, args, params, locations, runtime)
+}
+
+load.utils()
+main()