Getting started

Andreas M. Brandmaier

2023-02-17

library(pdc)

Simulate data

# generate 5 ARMA time series for the first group
grp1 <- replicate(5, arima.sim(n = 500, list(ar = c(0.8897, -0.4858), 
        ma = c(-0.2279, 0.2488)),
            sd = sqrt(0.1796)) )
          
# generate 5 ARMA time series for the second group
grp2 <- replicate(5, arima.sim(n = 500, list(ar = c(-0.71, 0.18), 
        ma = c(0.92, 0.14)),
            sd = sqrt(0.291)) )
      
# combine groups into a single dataset
X <- cbind(grp1,grp2)

Plot the data

plot(X[,1],type="l")

plot(X[,6],type="l")

# run clustering and color original groups each in red and blue
clustering <- pdclust(X)
colors <- c(rep("red",5),rep("blue",5))
plot(clustering, cols=colors)

MDS

mdsPlot(clustering,
        labels = colors,
        col = c("red","blue"))