A Bayesian Nonparametric Algorithm for Time Series Clustering

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Documentation for package ‘BNPTSclust’ version 2.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

BNPTSclust-package	A Bayesian Nonparametric Algorithm for Time Series Clustering
BNPTSclust	A Bayesian Nonparametric Algorithm for Time Series Clustering
clusterplots	Cluster groups plotting function.
comp11	Univariate ties function
designmatrices	Function that creates the design matrices necessary for the clustering algorithm to work.
diagplots	Diagnostic plots function.
gdp	GDP per person employed from 1990 to 2012
houses	House price statistics in Scotland from 2004 to 2014.
scaleandperiods	Scaling data function.
stocks	Mexican stock exchange market prices
tseriesca	Function for annual time series clustering.
tseriesca.out	Output of tseriesca function for the GDP per person employed dataset
tseriescm	Function for monthly time series clustering.
tseriescm.out	Output of tseriescm function for the Mexican stock exchange market prices dataset
tseriescq	Function for quarterly time series clustering.
tseriescq.out	Output of tseriescq function for the House price statistics in Scotland dataset