ClusKur {SLBDD} | R Documentation |
Identification of groups using projections of a vector of features of each time series in directions of extreme kurtosis coefficient.
ClusKur(x)
x |
p by k data matrix: p features or variables for each time series and k time series in columns. |
A list containing:
lbl - Cluster labels (possible outliers get negative labels).
ncl - Number of clusters.
data(Stockindexes99world)
S <- Stockindexes99world[,-1]
v1 <- apply(S,2, mean)
v2 <- apply(S,2, sd)
M <- rbind(v1,v2)
out <- ClusKur(M)