Creating a custom cost function

In order to define custom cost functions, simply create a class that inherits from ruptures.base.BaseCost and implement the methods .fit(signal) and .error(start, end):

• The method .fit(signal) takes a signal as input and sets parameters. It returns 'self'.
• The method .error(start, end) takes two indexes 'start' and 'end' and returns the cost on the segment start:end.

Example

See this custom cost example.