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We consider the multiple breakpoint detection problem, which is concernedwith detecting the locations of several distinct changes in a one-dimensionalnoisy data series. We propose the breakpointError, a function that can be usedto evaluate estimated breakpoint locations, given the known locations of truebreakpoints. We discuss an application of the breakpointError for findingoptimal penalties for breakpoint detection in simulated data. Finally, we showhow to relax the breakpointError to obtain an annotation error function whichcan be used more readily in practice on real data. A fast C implementation ofan algorithm that computes the breakpointError is available in an R package onR-Forge.

A breakpoint detection error function for segmentation model selection and evaluation