ecp (version 1.6.2)

splitPoint: SPLIT POINT

Description

Finds the most likely location of a change point within a given segment.

Usage

splitPoint(start, end, D, min.size)

Arguments

start

the index of the first observation in a segment.

end

The index of the last observation in a segment.

D

A n by n distance matrix.

min.size

Minimum number of observations between change points.

Value

• The returned value is a vector. The first component is the most likely position of a change point. The second component is the distance between the segments created by this proposed change point.

Details

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.

Nicholas A. James, David S. Matteson (2014). "ecp: An R Package for Nonparametric Multiple Change Point Analysis of Multivariate Data.", "Journal of Statistical Software, 62(7), 1-25", URL "http://www.jstatsoft.org/v62/i07/"

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