https://github.com/hafen/seriesclust

https://github.com/hafen/seriesclust

Last synced: about 2 months ago
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• Host: GitHub
• URL: https://github.com/hafen/seriesclust
• Owner: hafen
• License: other
• Created: 2017-04-14T16:51:38.000Z (over 7 years ago)
• Default Branch: master
• Last Pushed: 2017-05-25T06:14:34.000Z (over 7 years ago)
• Last Synced: 2024-05-21T02:54:30.244Z (4 months ago)
• Language: R
• Size: 163 KB
• Stars: 5
• Watchers: 2
• Forks: 1
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# seriesclust

A few simple tools to cluster series of data and investigate the cluster results with respect to cluster membership across other variables in the data.

## Installation

You can install seriesclust from github with:

```r

# install.packages("devtools")

devtools::install_github("hafen/seriesclust")

```

## Example

```r

library(seriesclust)

library(dplyr)

# scale the monthly median close price so that we are clustering on general shape

d <- nasd16 %>%

  group_by(symbol) %>%

  mutate(close_scl = as.numeric(scale(med_close))) %>%

  select(-company, -med_close)

set.seed(1234)

# k-means clustering with 2, 5, and 9 clusters

km <- get_kmeans(d, x = "month", y = "close_scl", k = c(2, 5, 9))

plot_scree(km)

plot_clust(km, 9)

plot_heat(km, 9, col = "sector")

plot_heat(km, 9, col = "industry", cutoff = 10)

```