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 = 60, depth = 1, quant.err = 0.1,
distance_metric = "L1_Norm", error_metric = "max",
normalize = TRUE,quant_method = "kmeans")
col_names <- c("Cell.ID","DAX","SMI","CAC","FTSE")
data <- dplyr::arrange(dplyr::select(hvt.results[[3]][["summary"]],col_names),Cell.ID)
data <- round(data, 2)
plotZscore(data)
Run the code above in your browser using DataLab