tabulate_potential_C

Shows the configurations for potential C's of the first stable interval (beginpoint, middlepoint and endpoint)

Robust Clustering of Time Series (RCTS) has the functionality to cluster time series using both the classical and the robust interactive fixed effects framework.
The classical framework is developed in Ando & Bai (2017) <doi:10.1080/01621459.2016.1195743>. The implementation within this package excludes the SCAD-penalty on the estimations of beta.
This robust framework is developed in Boudt & Heyndels (2022) <doi:10.1016/j.ecosta.2022.01.002> and is made robust against different kinds of outliers.
The algorithm iteratively updates beta (the coefficients of the observable variables), group membership, and the latent factors (which can be common and/or group-specific) along
with their loadings. The number of groups and factors can be estimated if they are unknown.

Ewoud Heyndels

RCTS

Clustering Time Series While Resisting Outliers

tabulate_potential_C function

<dl><dt>df</dt>
<dd>input dataframe</dd>
<dt>runs</dt>
<dd>number of panel data sets for which the algorithm has run. If larger than one, the median VC2 is used to determine C.</dd>
<dt>beginpoint</dt>
<dd>first C of the chosen stable interval</dd>
<dt>middlepoint_log</dt>
<dd>middle C (on a logscale) of the chosen stable interval</dd>
<dt>middlepoint</dt>
<dd>middle C of the chosen stable interval</dd>
<dt>endpoint</dt>
<dd>last C of the chosen stable interval</dd>
<dt>S_cand</dt>
<dd>candidate number for the number of groups</dd></dl>

Arguments

Shows the configurations for potential C's of the first stable interval (beginpoint, middlepoint and endpoint) — tabulate_potential_C

<dl>

<dt>df</dt>
<dd>input dataframe</dd>


<dt>runs</dt>
<dd>number of panel data sets for which the algorithm has run. If larger than one, the median VC2 is used to determine C.</dd>


<dt>beginpoint</dt>
<dd>first C of the chosen stable interval</dd>


<dt>middlepoint_log</dt>
<dd>middle C (on a logscale) of the chosen stable interval</dd>


<dt>middlepoint</dt>
<dd>middle C of the chosen stable interval</dd>


<dt>endpoint</dt>
<dd>last C of the chosen stable interval</dd>


<dt>S_cand</dt>
<dd>candidate number for the number of groups</dd>

</dl>

tabulate_potential_C: Shows the configurations for potential C's of the first stable interval (beginpoint, middlepoint and endpoint)

Description

Usage

Value

Arguments