calculate_split_statistic

Computes the split statistic for a candidate partition based on the
overlap of factor spaces between two child nodes.

internal

Implements the Factor-Augmented Clustering Tree (FACT) algorithm
for clustering time series data. The method constructs a classification
tree where splits are determined by covariates, and the splitting criterion
is based on a group factor model representation of the time series within
each node. Both threshold-based and permutation-based tests are supported
for splitting decisions, with an option for parallel computation.
For methodological details, see Hu, Li, Luo, and Wang (2025, in preparation),
Factor-Augmented Clustering Tree for Time Series.

Jiaqi Hu

factree

Factor-Augmented Clustering Tree

Ting Li

Zidan Luo

Xueqin Wang

calculate_split_statistic function

<dl><dt>Y_L</dt>
<dd>Matrix of time series in the proposed left node.</dd>
<dt>Y_R</dt>
<dd>Matrix of time series in the proposed right node.</dd>
<dt>r_a</dt>
<dd>Number of singular vectors to compute.</dd>
<dt>r_b</dt>
<dd>Number of eigenvalues to sum for the statistic.</dd></dl>

Arguments

Calculate Split Statistic — calculate_split_statistic

<dl>

<dt>Y_L</dt>
<dd>Matrix of time series in the proposed left node.</dd>


<dt>Y_R</dt>
<dd>Matrix of time series in the proposed right node.</dd>


<dt>r_a</dt>
<dd>Number of singular vectors to compute.</dd>


<dt>r_b</dt>
<dd>Number of eigenvalues to sum for the statistic.</dd>

</dl>

calculate_split_statistic: Calculate Split Statistic

Description

Usage

Value

Arguments