Erwangf/funHDDC-wavelet: Time series clustering with wavelet and gaussian mixture model

Perform time series clustering, via discrete wavelet transform, and modeling wavelet coefficients with a parcimonious gaussian mixture model. Parameter estimation is done with an EM algorithm.

Getting started

Package details

MaintainerErwan GIRY-FOUQUET <erwan.giry.fouquet@gmail.com>
LicenseGPL-3
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("Erwangf/funHDDC-wavelet")
Erwangf/funHDDC-wavelet documentation built on June 7, 2019, 12:51 a.m.