[R-SIG-Finance] How to cluster time series sequences?

Brian G. Peterson brian at braverock.com
Tue Feb 23 17:04:15 CET 2010


Michael Jungle wrote:
> Are there toolboxes in R that can do time series sequencce clustering?
>   
Michael,

It is always best to cite a reference that you're trying to understand 
and replicate in R when posting to the list. 
This will make sure everybody understands your terminology, and at the 
same time provides food for thought to the list contributors who you are 
asking for assistance.

'clustering' and 'cluster' can mean a lot of different things in 
finance, and R has tools for all the ones I can think of.  Please be 
more specific.

Also, if you're not already familiar with it, please get familiar with 
the tool 'RSiteSearch'

?RSiteSearch
RSiteSearch('cluster')

Though I suspect that you might not mean this at all, which is why I 
suggest that you always cite a reference to anchor your terminology when 
posting.

Regards,

    - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock



More information about the R-SIG-Finance mailing list