inst/app/ui/mod_cs_cluster_factoextra/pvalue_hc.md

In chriszheng2016/zstexplorer: Explorer for China Stock Market Investment

Clusters can be found in a data set by chance due to clustering noise or sampling error. By conducting multiscale bootstrap resampling, we could find hierarchical clustering above specified P-Values.

Algorithm:

1. Generated thousands of bootstrap samples by randomly sampling elements of the data.

2. Compute hierarchical clustering on each bootstrap copy

3. For each cluster:

4. compute the bootstrap probability (BP) value which corresponds to the frequency that the cluster is identified in bootstrap copies.

5. Compute the approximately unbiased (AU) probability values (p-values) by multiscale bootstrap resampling.

Notice on Cluster dendrogram with AU/BP values:

Values on the dendrogram are AU p-values (Red, left), BP values (green, right), and clusterlabels (grey, bottom).

Rule to judge:

Clusters with AU > = 95% are indicated by the rectangles and are considered to be strongly supported by data.

chriszheng2016/zstexplorer documentation built on June 13, 2021, 9:47 a.m.