initialise_clustering {RCTS}

Function that clusters time series in a dataframe with kmeans.

Description

If a time series contains NA's a random cluster will be assigned to that time series.

Usage

initialise_clustering(
  Y,
  S,
  k,
  kg,
  comfactor,
  robust,
  max_percent_outliers_tkmeans = 0,
  verbose = FALSE
)

Arguments

Y

Y: NxT dataframe with the panel data of interest

S

the desired number of groups

k

number of common factors to be estimated

kg

number of group specific factors to be estimated

comfactor

estimated common factors

robust

TRUE or FALSE: defines using the classical or robust algorithm to estimate beta

max_percent_outliers_tkmeans

the proportion of observations to be trimmed

verbose

when TRUE, it prints messages

Value

numeric vector

Examples

Y <- Y_dgp3
comfactor <- matrix(0, nrow = ncol(Y))
initialise_clustering(Y, 3, 0, c(3, 3, 3), comfactor, TRUE)