splitPoint: SPLIT POINT

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

SPLIT POINT

Description

Finds the most likely location of a change point within a given segment.

Usage

splitPoint(start, end, D, min.size)

Arguments

start	the index of the first observation in a segment.
end	The index of the last observation in a segment.
D	A n by n distance matrix.
min.size	Minimum number of observations between change points.

Details

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

Value

The returned value is a vector. The first component is the most likely position of a change point. The second component is the distance between the segments created by this proposed change point.

Author(s)

Nicholas A. James

References

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/"

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.

See Also

e.divisive

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