Reorder Column Names of a Time Series
Functions and methods dealing with the rearrangement
of column names of 'timeSeries' objects.
||Returns ordered column names of a time Series,|
||Returns sorted column names of a time Series,|
||Returns sampled column names of a time Series,|
||Returns statistically rearranged column names,|
||Returns PCA correlation ordered column names,|
||Returns hierarchical clustered column names.|
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a character string indicating which statistical function should be applied. By default statistical ordering operates on the column means of the time series.
a character string with two elements. The first determines
the choice of the distance measure, see
a logical flag which indicates if robust correlations should be used.
an object of class
further arguments to be passed, see details.
Statistically Motivated Rearrangement
statsColnames rearranges the column names
according to a statical measure. These measure must operate on the
columns of the time series and return a vector of values which
can be sorted. Typical functions ar those listed in in help
colStats but one can also crete his own
functions which compute for example risk or any other statistical
... argument allows to pass additional
arguments to the underlying function
PCA Ordering of the Correlation Matrix
pcaColnames rearranges the column names
according to the PCA ordered correlation matrix. The argument
robust allsows to select between the use of the standard
cor and computation of robust correlations using
covMcd from contributed R package
... argument allows to pass
additional arguments to the two underlying functions
covMcd. E.g. adding
to the argument list calculates Kendall's rank correlations
instead the default which calculates Person's correlations.
Ordering by Hierarchical Clustering
pcaColnames uses the hierarchical clustering
hclust to rearrange the column names of the
returns a vector of character string, the rearranged column names.
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