Update the distance between the newly created segment and the other segments.
updateDistance(i,j,K,ret)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.
The segment that makes up the left portion of the new segment.
The segment that makes up the right portion of the new segment.
Integer indicating the progress of the agglomerative process.
A list with 'gof', 'list', 'N', 'sizes', 'right', 'left', 'open', 'D', and 'lm' components.
Nicholas A. James
This method is called by the e.agglomerative method, and should not be called by the user.
James NA, Matteson DS (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 ML, Szekely GL (2005). Hierarchical clustering via joint between-within distances: Extending ward's minimum variance method. Journal of Classification. pp. 151 - 183.
e.agglo