Files in eh-in-r/RCTS

Clustering Time Series While Resisting Outliers

R/03_IFE_algorithm_functions.R R/07_IFE_robust_lambda.R R/RCTS.R R/dataset_X_dgp3.R R/dataset_Y_dgp3.R R/dataset_df_results_example.R R/dataset_factor_group_true_dgp3.R R/dataset_g_true_dgp3.R R/dataset_lambda_group_true_dgp3.R R/functions_cleaning.R R/functions_parallel.R man/LMROB.Rd man/OF_vectorized3.Rd man/OF_vectorized_helpfunction3.Rd man/RCTS.Rd man/X_dgp3.Rd man/Y_dgp3.Rd man/adapt_X_estimating_less_variables.Rd man/adapt_pic_with_sigma2maxmodel.Rd man/add_configuration.Rd man/add_metrics.Rd man/add_pic.Rd man/add_pic_parallel.Rd man/beta_true_heterogroups.Rd man/calculate_FL_group_estimated.Rd man/calculate_FL_group_true.Rd man/calculate_PIC.Rd man/calculate_PIC_term1.Rd man/calculate_TN_factor.Rd man/calculate_VCsquared.Rd man/calculate_W.Rd man/calculate_XB_estimated.Rd man/calculate_XB_true.Rd man/calculate_Z_common.Rd man/calculate_Z_group.Rd man/calculate_best_config.Rd man/calculate_error_term.Rd man/calculate_errors_virtual_groups.Rd man/calculate_lambda.Rd man/calculate_lambda_group.Rd man/calculate_lgfg.Rd man/calculate_obj_for_g.Rd man/calculate_sigma2.Rd man/calculate_sigma2maxmodel.Rd man/calculate_virtual_factor_and_lambda_group.Rd man/check_stopping_rules.Rd man/clustering_with_robust_distances.Rd man/create_covMat_crosssectional_dependence.Rd man/create_data_dgp2.Rd man/create_true_beta.Rd man/define_C_candidates.Rd man/define_configurations.Rd man/define_kg_candidates.Rd man/define_number_subsets.Rd man/define_object_for_initial_clustering_macropca.Rd man/define_rho_parameters.Rd man/determine_beta.Rd man/determine_robust_lambda.Rd man/df_results_example.Rd man/do_we_estimate_common_factors.Rd man/do_we_estimate_group_factors.Rd man/estimate_algorithm.Rd man/estimate_beta.Rd man/estimate_factor.Rd man/estimate_factor_group.Rd man/evade_crashes_macropca.Rd man/evade_floating_point_errors.Rd man/factor_group_true_dgp3.Rd man/fill_rc.Rd man/fill_rcj.Rd man/final_estimations_filter_kg.Rd man/g_true_dgp3.Rd man/generate_Y.Rd man/generate_grouped_factorstructure.Rd man/get_best_configuration.Rd man/get_convergence_speed.Rd man/get_final_estimation.Rd man/grid_add_variables.Rd man/handleNA.Rd man/handleNA_LG.Rd man/handle_macropca_errors.Rd man/initialise_X.Rd man/initialise_beta.Rd man/initialise_clustering.Rd man/initialise_commonfactorstructure_macropca.Rd man/initialise_df_pic.Rd man/initialise_df_results.Rd man/initialise_rc.Rd man/initialise_rcj.Rd man/iterate.Rd man/kg_candidates_expand.Rd man/lambda_group_true_dgp3.Rd man/make_df_pic_parallel.Rd man/make_df_results_parallel.Rd man/make_subsamples.Rd man/matrixnorm.Rd man/parallel_algorithm.Rd man/plot_VCsquared.Rd man/prepare_for_robpca.Rd man/reassign_if_empty_groups.Rd man/restructure_X_to_order_slowN_fastT.Rd man/return_robust_lambdaobject.Rd man/robustpca.Rd man/run_config.Rd man/scaling_X.Rd man/solveFG.Rd man/tabulate_potential_C.Rd man/update_g.Rd