clustering_with_robust_distances: Function that puts individuals in a separate "class zero",...

In RCTS: Clustering Time Series While Resisting Outliers

Function that puts individuals in a separate "class zero", when their distance to all possible groups is bigger then a certain threshold.

Description

It starts with defining a robust location and scatter (based on Ma & Genton (2000): Highly robust estimation of the autocovariance function).

Usage

clustering_with_robust_distances(g, number_of_groups, Y)

Arguments

g	Vector with group membership for all individuals
number_of_groups	number of groups
Y	Y: the panel data of interest

Value

numeric vector with the new clustering, now including class zero adjustments

RCTS documentation built on May 31, 2023, 9:20 p.m.