NNS.part: NNS Partition Map

In OVVO-Financial/NNS: Nonlinear Nonparametric Statistics

NNS Partition Map

Description

Creates partitions based on partial moment quadrant centroids, iteratively assigning identifications to observations based on those quadrants (unsupervised partitional and hierarchial clustering method). Basis for correlation, dependence NNS.dep, regression NNS.reg routines.

Usage

NNS.part(
  x,
  y,
  Voronoi = FALSE,
  type = NULL,
  order = NULL,
  obs.req = 8,
  min.obs.stop = TRUE,
  noise.reduction = "off"
)

Arguments

x	a numeric vector.
y	a numeric vector with compatible dimensions to x.
Voronoi	logical; FALSE (default) Displays a Voronoi type diagram using partial moment quadrants.
type	NULL (default) Controls the partitioning basis. Set to (type = "XONLY") for X-axis based partitioning. Defaults to NULL for both X and Y-axis partitioning.
order	integer; Number of partial moment quadrants to be generated. (order = "max") will institute a perfect fit.
obs.req	integer; (8 default) Required observations per cluster where quadrants will not be further partitioned if observations are not greater than the entered value. Reduces minimum number of necessary observations in a quadrant to 1 when (obs.req = 1).
min.obs.stop	logical; TRUE (default) Stopping condition where quadrants will not be further partitioned if a single cluster contains less than the entered value of obs.req.
noise.reduction	the method of determining regression points options for the dependent variable y: ("mean", "median", "mode", "off"); (noise.reduction = "mean") uses means for partitions. (noise.reduction = "median") uses medians instead of means for partitions, while (noise.reduction = "mode") uses modes instead of means for partitions. Defaults to (noise.reduction = "off") where an overall central tendency measure is used, which is the default for the independent variable x.

Value

Returns:

• "dt" a data.table of x and y observations with their partition assignment "quadrant" in the 3rd column and their prior partition assignment "prior.quadrant" in the 4th column.

• "regression.points" the data.table of regression points for that given (order = ...).

• "order" the order of the final partition given "min.obs.stop" stopping condition.

Note

min.obs.stop = FALSE will not generate regression points due to unequal partitioning of quadrants from individual cluster observations.

Author(s)

Fred Viole, OVVO Financial Systems

References

Viole, F. and Nawrocki, D. (2013) "Nonlinear Nonparametric Statistics: Using Partial Moments" https://www.amazon.com/dp/1490523995/ref=cm_sw_su_dp

Examples

## Not run: 
set.seed(123)
x <- rnorm(100) ; y <- rnorm(100)
NNS.part(x, y)

## Data.table of observations and partitions
NNS.part(x, y, order = 1)$dt

## Regression points
NNS.part(x, y, order = 1)$regression.points

## Voronoi style plot
NNS.part(x, y, Voronoi = TRUE)

## Examine final counts by quadrant
DT <- NNS.part(x, y)$dt
DT[ , counts := .N, by = quadrant]
DT

## End(Not run)

OVVO-Financial/NNS documentation built on April 22, 2024, 10:26 p.m.