designmatrices {BNPTSclust} | R Documentation |
Function that generates the design matrices of the clustering algorithm based on the parameters that the user wants to consider, i.e. level, polinomial trend and/or seasonal components. It also returns the number of parameters that are considered and not considered for clustering.
designmatrices(level, trend, seasonality, deg, T, n, fun)
level |
Variable that indicates if the level of the time series will be considered for clustering. If level = 0, then it is omitted. If level = 1, then it is taken into account. |
trend |
Variable that indicates if the polinomial trend of the model will be considered for clustering. If trend = 0, then it is omitted. If trend = 1, then it is taken into account. |
seasonality |
Variable that indicates if the seasonal components of the model will be considered for clustering. If seasonality = 0, then they are omitted. If seasonality = 1, then they are taken into account. |
deg |
Degree of the polinomial trend of the model. |
T |
Number of periods of the time series. |
n |
Number of time series. |
fun |
Clustering function being used. |
Z |
Design matrix of the parameters not considered for clustering. |
X |
Design matrix of the parameters considered for clustering. |
p |
Number of parameters not considered for clustering. |
d |
Number of parameters considered for clustering. |
For internal use.
Martell-Juarez, D.A.