gof.update

Updates the goodness of fit statistic.

 internal

Implements various procedures for finding
multiple change-points from Matteson D. et al (2013)
<doi:10.1080/01621459.2013.849605>, Zhang W. et al (2017)
<doi:10.1109/ICDMW.2017.44>, Arlot S. et al (2019).
Two methods make use of dynamic
programming and pruning, with no distributional
assumptions other than the existence of certain absolute
moments in one method. Hierarchical and exact search methods
are included. All methods return the set of estimated change-
points as well as other summary information.

Wenyu Zhang

Non-Parametric Multiple Change-Point Analysis of Multivariate
Data

gof.update function

<dl> <dt>i</dt>
<dd>segments which is to be merged with the segment that is adjacent 
 	to its right.</dd> <dt>ret</dt>
<dd>A list with 'gof', 'right', 'left', 'D', and 'size' comonents.</dd></dl>

Arguments

Author

GOODNESS OF FIT UPDATE — gof.update

<dl>

 <dt>i</dt>
<dd>segments which is to be merged with the segment that is adjacent 
 	to its right.</dd>

 <dt>ret</dt>
<dd>A list with 'gof', 'right', 'left', 'D', and 'size' comonents.</dd>

</dl>

gof.update: GOODNESS OF FIT UPDATE

Description

Usage

Value

Arguments

Author

Details

References

See Also