pca_hclust: Heirachical clustering around latents
In alejandro-sotolongo/InvestmentSuite: Investment Asset and Portfolio Time-Series Analysis
Description
Usage
Arguments
Value
Examples
View source: R/QuantAnalysis.R
Description
Heirachical clustering around latents
Usage
1
pca_hclust(ret)
Arguments
ret
data.frame contaning return time-series
Value
hclust result from the distance calculated from PCA
Examples
1
2
3
4
5
data(ETF)
hclust_res <- pca_hclust(res)
# plot dendrogram
plot(h_clust_res)
alejandro-sotolongo/InvestmentSuite documentation built on Jan. 19, 2020, 5:20 p.m.
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Description Usage Arguments Value Examples
View source: R/QuantAnalysis.R
Description
Heirachical clustering around latents
Usage
1 | pca_hclust(ret)
|
Arguments
ret |
data.frame contaning return time-series |
Value
hclust result from the distance calculated from PCA
Examples
1 2 3 4 5 | data(ETF)
hclust_res <- pca_hclust(res)
# plot dendrogram
plot(h_clust_res)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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