data("EuStockMarkets")
dataset <- data.frame(date = as.numeric(time(EuStockMarkets)),
DAX = EuStockMarkets[, "DAX"],
SMI = EuStockMarkets[, "SMI"],
CAC = EuStockMarkets[, "CAC"],
FTSE = EuStockMarkets[, "FTSE"])
rownames(EuStockMarkets) <- dataset$date
#Split in train and test
train <- EuStockMarkets[1:1302, ]
test <- EuStockMarkets[1303:1860, ]
hvt.results<- trainHVT(train,n_cells = 60, depth = 1, quant.err = 0.1,
distance_metric = "L1_Norm", error_metric = "max",
normalize = TRUE, quant_method = "kmeans")
scoring <- scoreHVT(test, hvt.results)
plotQuantErrorHistogram(hvt.results, scoring)
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