splitPointC: SPLIT POINT-C

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

SPLIT POINT-C

Description

C++ function that is called by splitPoint() to perform calculations.

Usage

splitPointC(s_, e_, D_, min_size_)

Arguments

s_	Index of the first obervation in a segment.
e_	Index of the last observation in a segment.
D_	A distance matrix.
min_size_	The minimum segment size.

Details

As with the splitPoint method, this method should not be calle by the user.

Value

Returns 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

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.

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

See Also

splitPoint

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