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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

Install

install.packages('BNPTSclust')

Monthly Downloads

239

Version

2.0

License

GPL (>= 2)

Maintainer

David Alejandro Martell Juarez

Last Published

August 19th, 2019

Functions in BNPTSclust (2.0)

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