perm.cluster

Permutes time series observations within specified segments.

 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

perm.cluster function

<dl> <dt>D</dt>
<dd>A n by n distance matrix.</dd> <dt>points</dt>
<dd>The set of current change points.</dd></dl>

Arguments

Author

PERMUTE CLUSTERS — perm.cluster

<dl>

 <dt>D</dt>
<dd>A n by n distance matrix.</dd>

 <dt>points</dt>
<dd>The set of current change points.</dd>

</dl>

perm.cluster: PERMUTE CLUSTERS

Description

Usage

Value

Arguments

Author

Details

References

See Also