data("EuStockMarkets")
dataset <- data.frame(t = as.numeric(time(EuStockMarkets)),
DAX = EuStockMarkets[, "DAX"],
SMI = EuStockMarkets[, "SMI"],
CAC = EuStockMarkets[, "CAC"],
FTSE = EuStockMarkets[, "FTSE"])
rownames(EuStockMarkets) <- dataset$t
hvt.results<- trainHVT(dataset[-1],n_cells = 30, depth = 1, quant.err = 0.1,
distance_metric = "L1_Norm", error_metric = "max",
normalize = TRUE,quant_method = "kmeans")
scoring <- scoreHVT(dataset, hvt.results, analysis.plots = TRUE, names.column = dataset[,1])
centroid_data <- scoring$centroidData
hclust_data_1 <- centroid_data[,2:3]
clust.results <- clustHVT(data = hclust_data_1,
trainHVT_results = hvt.results,
scoreHVT_results = scoring,
clusters_k = 'champion', indices = 'hartigan')
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