ecp (version 1.5.2)

sig.test: SIGNIFICANCE TEST

Description

Performs a permutation test.

Usage

sig.test(D, R, changes, min_size, obs)

Arguments

D

A n by n distnace matrix.

R

The number of permutations to use in the permutation test.

changes

The set of current change points.

min_size

Minimum number of observations between change points.

obs

Test statistic value for non-permuted data.

Value

• The returned value is the approximate p-value obtained by the permutation test.

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 (2005). Hierarchical clustering via joint between-within distances: Extending ward's minimum variance method. Journal of Classification. pp. 151 - 183.

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