gap.clus: Gap statistics
In SLBDD: Statistical Learning for Big Dependent Data

View source: R/gap.clus.R View source: R/GCCclus.R

gap.clus

R Documentation

Gap statistics

Description

This function computes the gap and the number of groups using the gap statistics.

Usage

gap.clus(DistanceMatrix, Clusters, B)

Arguments

`DistanceMatrix`	Square matrix of GCC distances.
`Clusters`	Matrix of member labels.
`B`	Number of iterations for the bootstrap.

Value

A list containing:

- optim.k: number of groups.
- gap.values: gap values.

References

Alonso, A. M. and Peña, D. (2019). Clustering time series by linear dependency. Statistics and Computing, 29(4):655–676.

Examples

data(TaiwanAirBox032017)
library(TSclust)
z <- diff(as.matrix(TaiwanAirBox032017[1:50,1:8]))
Macf <- as.matrix(diss(t(z), METHOD = "ACF", lag.max = 5))
sc1 <- hclust(as.dist(Macf), method = "complete")
memb <- cutree(sc1, 1:8)

ngroups <- gap.clus(Macf, memb, 100)

SLBDD documentation built on April 27, 2022, 5:08 p.m.