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ecp (version 3.1.6)

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, env=emptyenv())

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.

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.

env

Environment that contains information to help reduce computational time.

Author

Nicholas A. James

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.

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