process.data: PROCESS DATA

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

PROCESS DATA

Description

Initializes components necessary to perform agglomerative analysis.

Usage

process.data(member, X, alpha)

Arguments

member	Segment membership vector for the time series.
X	A matrix containing the time series with observations in R^d.
alpha	Index used for determining the distance between and within segments.

Details

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

Value

Returns a list with the following components.

gof	Vector showing the progression of the goodness of fit statistic.
list	Matrix showing the progression of the set of change points.
N	Number of initial segments.
sizes	Sizes of each segment during the agglomerative process.
right	Vector containing indices of the right adjacent segments.
left	Vector containing indices of the left adjacent segments.
open	Vector indicating if a segment has been merged.
D	Matrix of distances between segments.
lm	Vector containing indices of the starting point of a segment.

Author(s)

Nicholas A. James

See Also

e.agglo

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