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BNPTSclust (version 1.1)

A Bayesian Nonparametric Algorithm for Time Series Clustering

Description

Performs the algorithm for time series clustering described in Nieto-Barajas and Contreras-Cristan (2014).

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Version

Install

install.packages('BNPTSclust')

Monthly Downloads

239

Version

1.1

License

GPL (>= 2)

Maintainer

David Alejandro Martell Juarez

Last Published

April 19th, 2015

Functions in BNPTSclust (1.1)

tseriescm

Function for monthly time series clustering.
scaleandperiods

Scaling data function.
tseriescm.out

Output of tseriescm function for the Mexican stock exchange market prices dataset
diagplots

Diagnostic plots function.
tseriesca.out

Output of tseriesca function for the GDP per person employed dataset
tseriescq.out

Output of tseriescq function for the House price statistics in Scotland dataset
clusterplots

Cluster groups plotting function.
designmatrices

Function that creates the design matrices necessary for the clustering algorithm to work.
houses

House price statistics in Scotland from 2004 to 2014.
stocks

Mexican stock exchange market prices
gdp

GDP per person employed from 1990 to 2012
BNPTSclust-package

A Bayesian Nonparametric Algorithm for Time Series Clustering
tseriesca

Function for annual time series clustering.
comp11

Univariate ties function
tseriescq

Function for quarterly time series clustering.