ClusKur: Cluster Identification Procedure using Projections on...

Description Usage Arguments Value Examples

View source: R/cluskur.R

Description

Identification of groups using projections of a vector of features of each time series in directions of extreme kurtosis coefficient.

Usage

1

Arguments

x

p by k data matrix: p features or variables for each time series and k time series in columns.

Value

A list containing:

Examples

1
2
3
4
5
6
data(Stockindexes99world)
S <- Stockindexes99world[,-1]
v1 <- apply(S,2, mean)
v2 <- apply(S,2, sd)
M <- rbind(v1,v2)
out <- ClusKur(M)

SLBDD documentation built on March 27, 2021, 9:07 a.m.

Related to ClusKur in SLBDD...