hafen/seriesclust

seriesclust

A few simple tools to cluster series of data and investigate the cluster results with respect to cluster membership across other variables in the data.

Installation

You can install seriesclust from github with:

# install.packages("devtools")
devtools::install_github("hafen/seriesclust")

Example

library(seriesclust)
library(dplyr)

# scale the monthly median close price so that we are clustering on general shape
d <- nasd16 %>%
  group_by(symbol) %>%
  mutate(close_scl = as.numeric(scale(med_close))) %>%
  select(-company, -med_close)

set.seed(1234)
# k-means clustering with 2, 5, and 9 clusters
km <- get_kmeans(d, x = "month", y = "close_scl", k = c(2, 5, 9))
plot_scree(km)
plot_clust(km, 9)
plot_heat(km, 9, col = "sector")
plot_heat(km, 9, col = "industry", cutoff = 10)

seriesclust's Issues

Error : object ‘by_row’ is not exported by 'namespace:purrr'

Hi @hafen! got this error when I tried to install the package. Can you help me please?
Thank you!

> devtools::install_github("hafen/seriesclust")
Downloading GitHub repo hafen/seriesclust@master
from URL https://api.github.com/repos/hafen/seriesclust/zipball/master
Installing seriesclust
'/usr/local/Cellar/r/3.4.0_1/R.framework/Resources/bin/R' --no-site-file --no-environ  \
  --no-save --no-restore --quiet CMD INSTALL  \
  '/private/var/folders/8m/57wvs2sd1_n73l5xkqr7rh280000gn/T/RtmpkwlhCh/devtoolse4e448ecd38e/hafen-seriesclust-161df0d'  \
  --library='/usr/local/lib/R/3.4/site-library' --install-tests 

* installing *source* package ‘seriesclust’ ...
** R
** data
*** moving datasets to lazyload DB
** tests
** preparing package for lazy loading
Error : object ‘by_row’ is not exported by 'namespace:purrr'
ERROR: lazy loading failed for package ‘seriesclust’
* removing ‘/usr/local/lib/R/3.4/site-library/seriesclust’
Error: Command failed (1)