Ckmeans.1d.dp is a dynamic programming algorithm for globally-optimal clustering of one-dimensional vectors. Its reference implementation is in C++, wrapped in an R package. This module is a Cython wrapper around the C++ code inside that package.
pip install 'git+https://github.com/rocketrip/ckmeans/'
NOTE: this might fail to build using the default compiler (Clang) on OS X El
Capitan. I have not tested it with newer versions of Clang. It will build
successfully with GCC 6 as installed by Homebrew. If you have build problems,
try specifying a different compiler with the CC environment variable.
The Ckmeans.1d.dp source tree is version 3.4.6-5, as downloaded from the CRAN archive. It is licensed under the LGPLv3. Only the necessary files from the Ckmeans tree are included here, and unnecessary files have been removed -- no changes are made to the code.