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Mar 31, 2014 at 15:01 comment added Livid @FarazKhan I would suggest you ask a new question here on how to use K-means clustering on your vectors. This will better categorize each gap into "internal" and "discontinuity".
Mar 31, 2014 at 11:39 vote accept StuckInPhDNoMore
Mar 29, 2014 at 23:01 comment added Livid @FarazKhan yes that is the confidence interval equation. The code is similar to saying that the top 5% largest gaps represent discontinuities, while all other gaps do not. Why are you so sure that it is properly categorizing the gaps? There must be other information you are not including in the question.
Mar 29, 2014 at 21:17 comment added StuckInPhDNoMore your edit helped me greatly as I was looking for an explanation to the code. You are right, it is the difference vector, dv that helps find the discontinuities via the spikes but it is this part that finds these spikes right? m +/- 1.96*sd Is this not the confidence interval equation? If my data is not normally distributed why is this working in detecting these gaps? Can you please shed some light on this, I want to understand this in such a way so that I can explain it further to someone else, please do excuse my insistence on this equation. Thank you
Mar 29, 2014 at 21:04 comment added StuckInPhDNoMore Thanks a lot for that explanation. Since I'm very new to stats I will be lying if I said I understood it completely. My understanding of confidence intervals is from reading online and watching videos explaining it. For example this video: youtube.com/watch?v=CAZmr0kx2WQ calculates the CI and then mentions at 7:00 mark what you have quoted above from my question. This is where I got my understanding of CI from.
Mar 28, 2014 at 16:47 history edited Livid CC BY-SA 3.0
added 527 characters in body
Mar 28, 2014 at 16:25 history answered Livid CC BY-SA 3.0