KcopClust | R Documentation |
This function performs the data driven clustering procedure to cluster K multivariate populations of arbitrary sizes into N subgroups characterized by a common dependence structure where the number N of clusters is unknow and will be automatically chosen by our approach. The method is adapted to paired population and can be used with panel data. See the paper at the following arXiv weblink: https://arxiv.org/abs/2211.06338 for further information.
KcopClust(Kdata, dn = 3, paired = FALSE, alpha = 0.05)
Kdata |
A list of the K dataframe or matrix |
dn |
Number of copulas coefficients considered |
paired |
A logical indicating whether to consider the datas as paired |
alpha |
The significance level used in our decision rule. |
A list with three elements: the number of identified clusters; 2) the cluster affiliation; 3) the discrepancy matrix. the numbers in the clusters refer to the population indexes of the data list
Yves I. Ngounou Bakam and Denys Pommeret
## simulation of 5 three-dimensional populations of different sizes Packages <- c("copula","gtools","dplyr", "orthopolynom", "stats") lapply(Packages, library, character.only = TRUE) # if necessary set.seed(2022) dat1<-rCopula(50, copula = gumbelCopula(param=6,dim = 2)) dat2<-rCopula(60, copula = claytonCopula(param=0.4,dim = 2)) dat3<-rCopula(55, copula = claytonCopula(param=0.4,dim = 2)) ## Form a list of data Kdata<-list(data1=dat1,data2=dat2,data3=dat3) ## Applying the clustering KcopClust(Kdata = Kdata)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.