clustering_with_robust_distances {RCTS}

Function that puts individuals in a separate "class zero", when their distance to all possible groups is bigger then a certain threshold.

Description

It starts with defining a robust location and scatter (based on Ma & Genton (2000): Highly robust estimation of the autocovariance function).

Usage

clustering_with_robust_distances(g, number_of_groups, Y)

Arguments

g

Vector with group membership for all individuals

number_of_groups

number of groups

Y

Y: the panel data of interest

Value

numeric vector with the new clustering, now including class zero adjustments