BNPTSclust: A Bayesian Nonparametric Algorithm for Time Series Clustering

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Performs the algorithm for time series clustering described in Nieto-Barajas and Contreras-Cristan (2014).

Author
Martell-Juarez, D.A. & Nieto-Barajas, L.E.
Date of publication
2015-04-19 22:19:50
Maintainer
David Alejandro Martell Juarez <alex91599@gmail.com>
License
GPL (>= 2)
Version
1.1

View on CRAN

Man pages

BNPTSclust-package
A Bayesian Nonparametric Algorithm for Time Series Clustering
clusterplots
Cluster groups plotting function.
comp11
Univariate ties function
designmatrices
Function that creates the design matrices necessary for the...
diagplots
Diagnostic plots function.
gdp
GDP per person employed from 1990 to 2012
houses
House price statistics in Scotland from 2004 to 2014.
scaleandperiods
Scaling data function.
stocks
Mexican stock exchange market prices
tseriesca
Function for annual time series clustering.
tseriesca.out
Output of tseriesca function for the GDP per person employed...
tseriescm
Function for monthly time series clustering.
tseriescm.out
Output of tseriescm function for the Mexican stock exchange...
tseriescq
Function for quarterly time series clustering.
tseriescq.out
Output of tseriescq function for the House price statistics...

Files in this package

BNPTSclust
BNPTSclust/inst
BNPTSclust/inst/doc
BNPTSclust/inst/doc/BNPTSclust1.1.pdf
BNPTSclust/NAMESPACE
BNPTSclust/data
BNPTSclust/data/gdp.rda
BNPTSclust/data/houses.rda
BNPTSclust/data/stocks.rda
BNPTSclust/data/tseriesca.out.rda
BNPTSclust/data/datalist
BNPTSclust/data/tseriescq.out.rda
BNPTSclust/data/tseriescm.out.rda
BNPTSclust/R
BNPTSclust/R/clusterplots.R
BNPTSclust/R/comp11.R
BNPTSclust/R/tseriesca.R
BNPTSclust/R/scaleandperiods.R
BNPTSclust/R/designmatrices.R
BNPTSclust/R/diagplots.R
BNPTSclust/R/tseriescm.R
BNPTSclust/R/tseriescq.R
BNPTSclust/vignettes
BNPTSclust/vignettes/BNPTSclust1.1.pdf
BNPTSclust/MD5
BNPTSclust/DESCRIPTION
BNPTSclust/man
BNPTSclust/man/diagplots.Rd
BNPTSclust/man/tseriescm.Rd
BNPTSclust/man/tseriescq.out.Rd
BNPTSclust/man/stocks.Rd
BNPTSclust/man/BNPTSclust-package.Rd
BNPTSclust/man/designmatrices.Rd
BNPTSclust/man/scaleandperiods.Rd
BNPTSclust/man/tseriescq.Rd
BNPTSclust/man/gdp.Rd
BNPTSclust/man/comp11.Rd
BNPTSclust/man/tseriesca.out.Rd
BNPTSclust/man/tseriesca.Rd
BNPTSclust/man/tseriescm.out.Rd
BNPTSclust/man/houses.Rd
BNPTSclust/man/clusterplots.Rd