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BNPTSclust (version 2.0)
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
Version
2.0
1.1
1.0
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Install
install.packages('BNPTSclust')
Monthly Downloads
247
Version
2.0
License
GPL (>= 2)
Maintainer
David Alejandro Martell Juarez
Last Published
August 19th, 2019
Functions in BNPTSclust (2.0)
Search functions
clusterplots
Cluster groups plotting function.
stocks
Mexican stock exchange market prices
tseriesca
Function for annual time series clustering.
tseriescq.out
Output of tseriescq function for the House price statistics in Scotland dataset
houses
House price statistics in Scotland from 2004 to 2014.
comp11
Univariate ties function
tseriescm.out
Output of tseriescm function for the Mexican stock exchange market prices dataset
scaleandperiods
Scaling data function.
tseriescq
Function for quarterly time series clustering.
designmatrices
Function that creates the design matrices necessary for the clustering algorithm to work.
gdp
GDP per person employed from 1990 to 2012
diagplots
Diagnostic plots function.
tseriescm
Function for monthly time series clustering.
tseriesca.out
Output of tseriesca function for the GDP per person employed dataset
BNPTSclust-package
A Bayesian Nonparametric Algorithm for Time Series Clustering