updateDistance: UPDATE DISTANCE

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

UPDATE DISTANCE

Description

Update the distance between the newly created segment and the other segments.

Usage

updateDistance(i,j,K,ret)

Arguments

i	The segment that makes up the left portion of the new segment.
j	The segment that makes up the right portion of the new segment.
K	Integer indicating the progress of the agglomerative process.
ret	A list with 'gof', 'list', 'N', 'sizes', 'right', 'left', 'open', 'D', and 'lm' components.

Details

This method is called by the e.agglomerative 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

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.