R/RCTS.R

In eh-in-r/RCTS: Clustering Time Series While Resisting Outliers

#' RCTS
#'
#' This package is about clustering time series in a robust manner.
#' The method of Ando & Bai (Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures)
#' is extended to make it robust against contamination, a common issue with real world data. In this package the core functions for the robust approach are included.
#' It also contains a simulated dataset (dataset_Y_dgp3).
#'
#' @docType package
#' @name RCTS
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