A Bayesian Nonparametric Algorithm for Time Series Clustering

Description

This package performs the algorithm for time series clustering described in Nieto-Barajas and Contreras-Cristan (2014). The package contains functions to work with annual, monthly and quarterly time series data.

The main functions to accomplish the above are:

1) tseriesca

2) tseriescm

3) tseriescq

Details

Package: BNPTSclust
Type: Package
Version: 1.1
Date: 2015-04-19
License: GPL2, GPL3

For a comprehensive guide on how to use the package, refer to the vignette attached to the package.

Author(s)

Martell-Juarez, D.A. and Nieto-Barajas, L.E.

Maintainer: David Alejandro Martell Juarez <alex91599@gmail.com>

References

Nieto-Barajas, L.E. and Contreras-Cristan, A. (2014) A Bayesian Nonparametric Approach for Time Series Clustering. Bayesian Analysis Vol. 9, No. 1 147–170.