Initializes components necessary to perform agglomerative analysis.
process.data(member, X, alpha)Returns a list with the following components.
Vector showing the progression of the goodness of fit statistic.
Matrix showing the progression of the set of change points.
Number of initial segments.
Sizes of each segment during the agglomerative process.
Vector containing indices of the right adjacent segments.
Vector containing indices of the left adjacent segments.
Vector indicating if a segment has been merged.
Matrix of distances between segments.
Vector containing indices of the starting point of a segment.
Segment membership vector for the time series.
A matrix containing the time series with observations in R^d.
Index used for determining the distance between and within segments.
Nicholas A. James
Called by the e.agglo method, and should not be called by the user.
e.agglo