Rssa (version 0.8.2)

clusterify: Automatic grouping of the subseries

Description

Try to perform the grouping step of the SSA via clusterization.

Usage

## S3 method for class 'ssa':
clusterify(this, groups, nclust = length(groups) / 2,
           ...,
           type = c("wcor"), cache = TRUE)

Arguments

this

SSA object.

groups

list of integer vectors, initial set of subseries' grops.

nclust

integer, desired number of output subseries

...

further arguments passed to clusterization methods.

type

algorithm of clusterization, see 'Details' for more info.

cache

logical, if 'TRUE' then the results of the intermediate calculations are saved and reused as much as possible.

Value

• List of integer vectors holding the indices of the subseries forming each grouped series

Details

Right now the only clusterization method is supported: use of w-correlation matrix as the dissimilarity matrix. Standard hclust routine is used to perform the grouping of the subseries.

See Also

hclust, wcor, decompose

Examples

# Decompose 'co2' series with default parameters
s <- new.ssa(co2)
# Form 5 subseries out of initial 10:
l <- clusterify(s, groups = 1:10)