GitHub / AnieBee / ClusterVAR
Estimates latent class vector-autoregressive models via EM algorithm on time-series data for model-based clustering and classification. Includes model selection criteria for selecting the number of lags and clusters.
JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/AnieBee%2FClusterVAR
PURL: pkg:github/AnieBee/ClusterVAR
Stars: 2
Forks: 1
Open issues: 0
License: None
Language: R
Size: 46.4 MB
Dependencies parsed at: Pending
Created at: almost 2 years ago
Updated at: 6 months ago
Pushed at: 7 months ago
Last synced at: 1 day ago
Topics: clustering, latent-class-model, multivariate-timeseries, r-package, time-series-analysis, vector-autoregression, vector-autoregression-models