gof.update: GOODNESS OF FIT UPDATE

In ecp: Non-Parametric Multiple Change-Point Analysis of Multivariate Data

GOODNESS OF FIT UPDATE

Description

Updates the goodness of fit statistic.

Usage

gof.update(i,ret)

Arguments

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

Details

Called by the e.agglo method, and should not be called by the user.

Value

Returns a real number. This is the updated goodness of fit statistic.

Author(s)

Nicholas A. James

References

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.

See Also

e.agglo

ecp documentation built on July 9, 2023, 6:33 p.m.