perm.cluster: PERMUTE CLUSTERS

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

PERMUTE CLUSTERS

Description

Permutes time series observations within specified segments.

Usage

perm.cluster(D, points)

Arguments

D	A n by n distance matrix.
points	The set of current change points.

Details

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

Value

Returns the n by n distance matrix for the permuted data.

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 (2010). Disco analysis: A nonparametric extension of analysis of variance. The Annals of Applied Statistics. pp. 1034 - 1055.

See Also

e.divisive

ecp documentation built on Sept. 12, 2024, 7:40 a.m.