perm.cluster {ecp} | R Documentation |
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.