[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
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