Performs a permutation test.
sig.test(D, R, changes, min.size, obs, env=emptyenv())The returned value is the approximate p-value obtained by the permutation test. The permutaiton test is performed using the method outlined in Gandy (2009).
A n by n distnace matrix.
The number of permutations to use in the permutation test.
The set of current change points.
Minimum number of observations between change points.
Test statistic value for non-permuted data.
Environment with information used to reduce computational time.
Nicholas A. James
Called by the e.divisive method, and should not be called by the user.
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/"
Gandy, A. (2009) "Sequential implementation of Monte Carlo tests with uniformly bounded resampling risk." Journal of the American Statistical Association.
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.
e.divisive