ecp (version 1.5.3)

e.split: ENERGY SPLIT

Description

Finds the most likely location for a change point across all current clusters.

Usage

e.split(changes, D, min.size, for.sim=FALSE)

Arguments

changes

A vector containing the current set of change points.

D

An n by n distance matrix.

min.size

Minimum number of observations between change points.

for.sim

Boolean value indicating if the function is to be run on permuted data for significance testing.

Value

• A list with the following components is returned.
• first
  The index of the first element of the cluster to be divided.
• second
  The index of the last element of the cluster to be divided.
• third
  The new set of change points.
• fourth
  The distance between the clusters created by the newly proposed change point.

Details

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

References

Matteson D.S., James N.A. (2013). A Nonparametric Approach for Multiple Change Point Analysis of Multivariate Data.

James N.A., Matteson D.S. (2013). ecp: An R Package for Nonparametric Multiple Change Point Analysis of Multivariate Data.

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

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

See Also

e.divisive