[R-sig-eco] chronological clustering and dynamic factor analysis

[Gavin Simpson]

On Sun, 2012-03-11 at 22:30 -0500, Eugenia Bragina wrote:
> Dear R people,
> Does anybody know of any R functions to perform dynamic factor
> analysis and chronological clustering? Couple of years ago there was
> no R command for CC and DFA, but may be somebody wrote it?
> Many thanks in advance!
> Eugenia

Dear Eugenia,

For chronological clustering there are a couple of options. First is the
rioja package of Steve Juggins (on CRAN) which has a couple of types of
clustering available - see `chclust()`. A second option is to use a
multivariate tree, with the single constraint being the time variable.
For example, using a multivariate tree, via package mvpart, clusters are
found by minimising a within group sums of squares with the constraint
that samples are maintained in temporal order.

I'm not sure of your background/area of interest, but the type of
clustering that mvpart can give you has long been known in
palaeoecological circles (in fact even before the CART book came out).
If you would like to know more about the mvpart way of doing things,
contact me off-list and I can send you a book chapter I have written
that includes an example. There is accompanying code available too (as R
scripts, not inline in the chapter).

As for DFA, see the MARSS package:

http://cran.r-project.org/web/packages/MARSS/index.html

DFA is one of the cases of the models fitted by the package. I haven't
got round to using it myself, but it didn't look like something for the
faint hearted when I took a cursory look 6 months ago. However IIRC
there is a good user guide (Vignette) provided with the package which
includes a DFA example.

HTH

G

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