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ecp (version 1.6.2)

splitPointC: SPLIT POINT-C

Description

C++ function that is called by splitPoint() to perform calculations.

Usage

splitPointC(s_, e_, D_, min_size_)

Arguments

s_
Index of the first obervation in a segment.
e_
Index of the last observation in a segment.
D_
A distance matrix.
min_size_
The minimum segment size.

Value

  • Returns 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

As with the splitPoint method, this method should not be calle by the user.

References

James NA, Matteson DS (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 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

splitPoint