This package performs the algorithm for time series clustering described in Nieto-Barajas and Contreras-Cristan (2014). The package contains functions to work with annual, monthly and quarterly time series data.
The main functions to accomplish the above are:
1) tseriesca
2) tseriescm
3) tseriescq
| Package: | BNPTSclust |
| Type: | Package |
| Version: | 2.0 |
| Date: | 2019-08-19 |
| License: | GPL2, GPL3 |
For a comprehensive guide on how to use the package, refer to the vignette attached to the package.
Nieto-Barajas, L.E. and Contreras-Cristan, A. (2014) A Bayesian Nonparametric Approach for Time Series Clustering. Bayesian Analysis Vol. 9, No. 1 147--170.