A Bayesian Nonparametric Algorithm for Time Series Clustering

Performs the algorithm for time series clustering described in Nieto-Barajas and Contreras-Cristan (2014).


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Reference manual

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install.packages("BNPTSclust")

2.0 by David Alejandro Martell Juarez, a year ago


Browse source code at https://github.com/cran/BNPTSclust


Authors: Martell-Juarez , D.A. & Nieto-Barajas , L.E.


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL (>= 2) license


Depends on mvtnorm, MASS


See at CRAN