ecp (version 1.5.2)

process.data: PROCESS DATA

Description

Initializes components necessary to perform agglomerative analysis.

Usage

process.data(member, X, alpha)

Arguments

member

Segment membership vector for the time series.

X

A matrix containing the time series with observations in R^d.

alpha

Index used for determining the distance between and within segments.

Value

• Returns a list with the following components.
• gof
  Vector showing the progression of the goodness of fit statistic.
• list
  Matrix showing the progression of the set of change points.
• N
  Number of initial segments.
• sizes
  Sizes of each segment during the agglomerative process.
• right
  Vector containing indices of the right adjacent segments.
• left
  Vector containing indices of the left adjacent segments.
• open
  Vector indicating if a segment has been merged.
• D
  Matrix of distances between segments.
• lm
  Vector containing indices of the starting point of a segment.

Details

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

See Also

e.agglo