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ecp (version 1.6.0)

updateDistance: UPDATE DISTANCE

Description

Update the distance between the newly created segment and the other segments.

Usage

updateDistance(i,j,K,ret)

Arguments

i
The segment that makes up the left portion of the new segment.
j
The segment that makes up the right portion of the new segment.
K
Integer indicating the progress of the agglomerative process.
ret
A list with 'gof', 'list', 'N', 'sizes', 'right', 'left', 'open', 'D', and 'lm' components.

Value

  • Returns a list with the following components.
  • gofVector showing the progression of the goodness of fit statistic.
  • listMatrix showing the progression of the set of change points.
  • NNumber of initial segments.
  • sizesSizes of each segment during the agglomerative process.
  • rightVector containing indices of the right adjacent segments.
  • leftVector containing indices of the left adjacent segments.
  • openVector indicating if a segment has been merged.
  • DMatrix of distances between segments.
  • lmVector containing indices of the starting point of a segment.

Details

This method is called by the e.agglomerative 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.

See Also

e.agglo