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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
2.0
1.1
1.0
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Install
install.packages('BNPTSclust')
Monthly Downloads
231
Version
1.1
License
GPL (>= 2)
Maintainer
David Alejandro Martell Juarez
Last Published
April 19th, 2015
Functions in BNPTSclust (1.1)
Search functions
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.