ecp (version 1.5.2)

perm.cluster: PERMUTE CLUSTERS

Description

Permutes time series observations within specified segments.

Usage

perm.cluster(D, points)

Arguments

D

A n by n distance matrix.

points

The set of current change points.

Value

• Returns the n by n distance matrix for the permuted data.

Details

Called by the e.divisive method, and should not be called by the user.

References

James NA, Matteson DS (2013). A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data.

James NA, Matteson DS (2013). ecp: An R Package for Nonparametric Multiple Change Point Analysis of Multivariate Data.

Rizzo ML, Szekely GL (2010). Disco analysis: A nonparametric extension of analysis of variance. The Annals of Applied Statistics. pp. 1034 - 1055.

See Also

e.divisive