event_group: Group interarrival rates into clusters

In zatonovo/kingsmen: A technique for detecting regime change in irregular time series

Description

Use hierarchical clustering to group interarrival rates together.

Arguments

event	An Event object that represents the events to cluster
part	A partition table to aid the clustering
method	The cluster method
levels	The level of the tree to cut at to define the clusters

Value

The result of the function is an EventGroup object. This can be passed to summary and plot for further analysis.

Usage

An EventGroup constructed based on the kingsmen technique event_group(event, part, method, levels)

This EventGruop acts as the control event_group(event, method='complete', levels=1)

Details

This function controls the clustering of the actual event data.

Author(s)

Brian Lee Yung Rowe

Examples

d <- Sys.Date() + cumsum(round(c(runif(20,5,10), runif(20,25,30))))
e <- Event(d, abs(rnorm(length(d))))
g <- event_group(e)

zatonovo/kingsmen documentation built on May 4, 2019, 9:11 p.m.