{
  "_id": "6a101dbcacfb0bcc41c8a66b",
  "Package": "RCTS",
  "Title": "Clustering Time Series While Resisting Outliers",
  "Version": "0.2.4",
  "Authors@R": "person(given = \"Ewoud\",\nfamily = \"Heyndels\",\nrole = c(\"aut\", \"cre\"),\nemail = \"ewoud.heyndels@vub.be\",\ncomment = c(ORCID = \"0000-0003-4540-8571\"))",
  "Description": "Robust Clustering of Time Series (RCTS) has the\nfunctionality to cluster time series using both the classical\nand the robust interactive fixed effects framework. The\nclassical framework is developed in Ando & Bai (2017)\n<doi:10.1080/01621459.2016.1195743>. The implementation within\nthis package excludes the SCAD-penalty on the estimations of\nbeta. This robust framework is developed in Boudt & Heyndels\n(2022) <doi:10.1016/j.ecosta.2022.01.002> and is made robust\nagainst different kinds of outliers. The algorithm iteratively\nupdates beta (the coefficients of the observable variables),\ngroup membership, and the latent factors (which can be common\nand/or group-specific) along with their loadings. The number of\ngroups and factors can be estimated if they are unknown.",
  "License": "GPL (>= 2)",
  "Encoding": "UTF-8",
  "LazyData": "true",
  "Roxygen": "list(markdown = TRUE)",
  "RoxygenNote": "7.2.3",
  "RdMacros": "Rdpack",
  "Config/pak/sysreqs": "libicu-dev",
  "Repository": "https://eh-in-r.r-universe.dev",
  "Date/Publication": "2023-05-18 13:31:53 UTC",
  "RemoteUrl": "https://github.com/eh-in-r/rcts",
  "RemoteRef": "HEAD",
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  "NeedsCompilation": "no",
  "Packaged": {
    "Date": "2026-05-14 07:44:32 UTC",
    "User": "root"
  },
  "Author": "Ewoud Heyndels [aut, cre] (ORCID:\n<https://orcid.org/0000-0003-4540-8571>)",
  "Maintainer": "Ewoud Heyndels <ewoud.heyndels@vub.be>",
  "MD5sum": "43a3df7e7bc4c47e5fb37caedf469e14",
  "_user": "eh-in-r",
  "_type": "src",
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  "_created": "2026-05-14T07:44:32.000Z",
  "_published": "2026-05-22T09:11:24.699Z",
  "_distro": "noble",
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  "_devurl": "https://github.com/eh-in-r/rcts",
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  "_rbuild": "4.6.0",
  "_assets": [
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  "_homeurl": "https://github.com/eh-in-r/rcts",
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      "date": "2022-09-14"
    },
    {
      "version": "0.2.4",
      "date": "2023-05-18"
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  ],
  "_exports": [
    "adapt_pic_with_sigma2maxmodel",
    "add_configuration",
    "add_metrics",
    "add_pic",
    "calculate_best_config",
    "calculate_error_term",
    "calculate_lambda_group",
    "calculate_PIC",
    "calculate_sigma2",
    "calculate_VCsquared",
    "check_stopping_rules",
    "create_data_dgp2",
    "define_C_candidates",
    "define_configurations",
    "define_kg_candidates",
    "define_number_subsets",
    "estimate_algorithm",
    "estimate_beta",
    "estimate_factor_group",
    "fill_rc",
    "fill_rcj",
    "get_best_configuration",
    "get_convergence_speed",
    "get_final_estimation",
    "initialise_beta",
    "initialise_clustering",
    "initialise_commonfactorstructure_macropca",
    "initialise_df_pic",
    "initialise_df_results",
    "initialise_rc",
    "initialise_rcj",
    "iterate",
    "make_subsamples",
    "parallel_algorithm",
    "plot_VCsquared",
    "update_g"
  ],
  "_datasets": [
    {
      "name": "df_results_example",
      "title": "An example for df_results. This dataframe contains the estimators for each configuration.",
      "object": "df_results_example",
      "class": [
        "data.frame"
      ],
      "fields": [
        "S",
        "k_common",
        "k1",
        "k2",
        "k3",
        "g",
        "beta_est",
        "factor_group",
        "lambda_group",
        "comfactor",
        "lambda"
      ],
      "rows": 4,
      "table": false,
      "tojson": true
    },
    {
      "name": "factor_group_true_dgp3",
      "title": "factor_group_true_dgp3 contains the values of the true group factors on which Y_dgp3 is based",
      "object": "factor_group_true_dgp3",
      "class": [
        "list"
      ],
      "fields": [],
      "table": true,
      "tojson": true
    },
    {
      "name": "g_true_dgp3",
      "title": "g_true_dgp3 contains the true group memberships of the elements of Y_dgp3",
      "object": "g_true_dgp3",
      "class": [
        "numeric"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "lambda_group_true_dgp3",
      "title": "lambda_group_true_dgp3 contains the values of the loadings to the group factors on which Y_dgp3 is based",
      "object": "lambda_group_true_dgp3",
      "class": [
        "data.frame"
      ],
      "fields": [
        "X1",
        "X2",
        "X3",
        "group",
        "id"
      ],
      "rows": 300,
      "table": true,
      "tojson": true
    },
    {
      "name": "X_dgp3",
      "title": "The dataset X_dgp3 contains the values of the 3 observable variables on which Y_dgp3 is based.",
      "object": "X_dgp3",
      "class": [
        "array"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    },
    {
      "name": "Y_dgp3",
      "title": "Y_dgp3 contains a simulated dataset for DGP 3.",
      "object": "Y_dgp3",
      "class": [
        "matrix",
        "array"
      ],
      "fields": {},
      "rows": 300,
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "adapt_pic_with_sigma2maxmodel",
      "title": "Adapts the object that contains PIC for all candidate C's and all subsamples with sigma2_max_model.",
      "topics": [
        "adapt_pic_with_sigma2maxmodel"
      ]
    },
    {
      "page": "adapt_X_estimating_less_variables",
      "title": "When running the algorithm with a different number of observable variables then the number that is available, reformat X. (Mainly used for testing)",
      "topics": [
        "adapt_X_estimating_less_variables"
      ]
    },
    {
      "page": "add_configuration",
      "title": "Adds the current configuration (number of groups and factors) to df_results.",
      "topics": [
        "add_configuration"
      ]
    },
    {
      "page": "add_metrics",
      "title": "Adds several metrics to df_results.",
      "topics": [
        "add_metrics"
      ]
    },
    {
      "page": "add_pic",
      "title": "Fills in df_pic: adds a row with the calculated PIC for the current configuration.",
      "topics": [
        "add_pic"
      ]
    },
    {
      "page": "add_pic_parallel",
      "title": "Calculates the PIC for the current configuration.",
      "topics": [
        "add_pic_parallel"
      ]
    },
    {
      "page": "beta_true_heterogroups",
      "title": "Helpfunction in create_true_beta() for the option beta_true_heterogeneous_groups. (This is the default option.)",
      "topics": [
        "beta_true_heterogroups"
      ]
    },
    {
      "page": "calculate_best_config",
      "title": "Function that returns for each candidate C the best number of groups and factors, based on the PIC.",
      "topics": [
        "calculate_best_config"
      ]
    },
    {
      "page": "calculate_error_term",
      "title": "Calculates the error term Y - X*beta_est - LF - LgFg.",
      "topics": [
        "calculate_error_term"
      ]
    },
    {
      "page": "calculate_errors_virtual_groups",
      "title": "Helpfunction for update_g(). Calculates the errors for one of the possible groups time series can be placed in.",
      "topics": [
        "calculate_errors_virtual_groups"
      ]
    },
    {
      "page": "calculate_FL_group_estimated",
      "title": "Returns the estimated groupfactorstructure.",
      "topics": [
        "calculate_FL_group_estimated"
      ]
    },
    {
      "page": "calculate_FL_group_true",
      "title": "Calculate the true groupfactorstructure.",
      "topics": [
        "calculate_FL_group_true"
      ]
    },
    {
      "page": "calculate_lambda",
      "title": "calculates factor loadings of common factors",
      "topics": [
        "calculate_lambda"
      ]
    },
    {
      "page": "calculate_lambda_group",
      "title": "calculates factor loadings of groupfactors",
      "topics": [
        "calculate_lambda_group"
      ]
    },
    {
      "page": "calculate_lgfg",
      "title": "Calculates the group factor structure: the matrix product of the group factors and their loadings.",
      "topics": [
        "calculate_lgfg"
      ]
    },
    {
      "page": "calculate_obj_for_g",
      "title": "Calculates objective function for individual i and group k in order to estimate group membership.",
      "topics": [
        "calculate_obj_for_g"
      ]
    },
    {
      "page": "calculate_PIC",
      "title": "Function to determine PIC (panel information criterium)",
      "topics": [
        "calculate_PIC"
      ]
    },
    {
      "page": "calculate_PIC_term1",
      "title": "Function to calculate the first term of PIC (panel information criterium)",
      "topics": [
        "calculate_PIC_term1"
      ]
    },
    {
      "page": "calculate_sigma2",
      "title": "Calculates sum of squared errors, divided by NT",
      "topics": [
        "calculate_sigma2"
      ]
    },
    {
      "page": "calculate_sigma2maxmodel",
      "title": "Calculates sigma2maxmodel",
      "topics": [
        "calculate_sigma2maxmodel"
      ]
    },
    {
      "page": "calculate_TN_factor",
      "title": "Helpfunction. Calculates part of the 4th term of the PIC.",
      "topics": [
        "calculate_TN_factor"
      ]
    },
    {
      "page": "calculate_VCsquared",
      "title": "Calculates VC², to determine the stability of the found number of groups and factors over the subsamples.",
      "topics": [
        "calculate_VCsquared"
      ]
    },
    {
      "page": "calculate_virtual_factor_and_lambda_group",
      "title": "Helpfunction used in update_g()",
      "topics": [
        "calculate_virtual_factor_and_lambda_group"
      ]
    },
    {
      "page": "calculate_W",
      "title": "Calculates W = Y - X*beta_est. It is used in the initialization step of the algorithm, to initialise the factorstructures.",
      "topics": [
        "calculate_W"
      ]
    },
    {
      "page": "calculate_XB_estimated",
      "title": "Calculates (the estimated value of) the matrix X*beta_est.",
      "topics": [
        "calculate_XB_estimated"
      ]
    },
    {
      "page": "calculate_XB_true",
      "title": "Calculates the product of X*beta_true .",
      "topics": [
        "calculate_XB_true"
      ]
    },
    {
      "page": "calculate_Z_common",
      "title": "Calculates Z = Y - X*beta_est - LgFg. It is used in the estimate of the common factorstructure.",
      "topics": [
        "calculate_Z_common"
      ]
    },
    {
      "page": "calculate_Z_group",
      "title": "Calculates Z = Y - X*beta_est - LF. It is used to estimate the groupfactorstructure.",
      "topics": [
        "calculate_Z_group"
      ]
    },
    {
      "page": "check_stopping_rules",
      "title": "Checks the rules for stopping the algorithm, based on its convergence speed.",
      "topics": [
        "check_stopping_rules"
      ]
    },
    {
      "page": "clustering_with_robust_distances",
      "title": "Function that puts individuals in a separate \"class zero\", when their distance to all possible groups is bigger then a certain threshold.",
      "topics": [
        "clustering_with_robust_distances"
      ]
    },
    {
      "page": "create_covMat_crosssectional_dependence",
      "title": "Function used in generating simulated data with non normal errors.",
      "topics": [
        "create_covMat_crosssectional_dependence"
      ]
    },
    {
      "page": "create_data_dgp2",
      "title": "Creates an instance of DGP 2, as defined in Boudt and Heyndels (2022).",
      "topics": [
        "create_data_dgp2"
      ]
    },
    {
      "page": "create_true_beta",
      "title": "Creates beta_true, which contains the true values of beta (= the coefficients of X)",
      "topics": [
        "create_true_beta"
      ]
    },
    {
      "page": "define_C_candidates",
      "title": "Defines the candidate values for C.",
      "topics": [
        "define_C_candidates"
      ]
    },
    {
      "page": "define_configurations",
      "title": "Constructs dataframe where the rows contains all configurations that are included and for which the estimators will be estimated.",
      "topics": [
        "define_configurations"
      ]
    },
    {
      "page": "define_kg_candidates",
      "title": "Defines the set of combinations of group specific factors.",
      "topics": [
        "define_kg_candidates"
      ]
    },
    {
      "page": "define_number_subsets",
      "title": "Returns a vector with the indices of the subsets. Must start with zero.",
      "topics": [
        "define_number_subsets"
      ]
    },
    {
      "page": "define_object_for_initial_clustering_macropca",
      "title": "Defines the object that will be used to define a initial clustering.",
      "topics": [
        "define_object_for_initial_clustering_macropca"
      ]
    },
    {
      "page": "define_rho_parameters",
      "title": "Determines parameters of rho-function.",
      "topics": [
        "define_rho_parameters"
      ]
    },
    {
      "page": "determine_beta",
      "title": "Helpfunction in estimate_beta() for estimating beta_est.",
      "topics": [
        "determine_beta"
      ]
    },
    {
      "page": "determine_robust_lambda",
      "title": "Help-function for return_robust_lambdaobject().",
      "topics": [
        "determine_robust_lambda"
      ]
    },
    {
      "page": "df_results_example",
      "title": "An example for df_results. This dataframe contains the estimators for each configuration.",
      "topics": [
        "df_results_example"
      ]
    },
    {
      "page": "do_we_estimate_common_factors",
      "title": "Helpfunction to shorten code: are common factors being estimated.",
      "topics": [
        "do_we_estimate_common_factors"
      ]
    },
    {
      "page": "do_we_estimate_group_factors",
      "title": "Helpfunction to shorten code: are group factors being estimated.",
      "topics": [
        "do_we_estimate_group_factors"
      ]
    },
    {
      "page": "estimate_algorithm",
      "title": "This function is a wrapper around the initialization and the estimation part of the algorithm, for one configuration. It is only used for the serialized algorithm.",
      "topics": [
        "estimate_algorithm"
      ]
    },
    {
      "page": "estimate_beta",
      "title": "Estimates beta.",
      "topics": [
        "estimate_beta"
      ]
    },
    {
      "page": "estimate_factor",
      "title": "Estimates common factor(s) F.",
      "topics": [
        "estimate_factor"
      ]
    },
    {
      "page": "estimate_factor_group",
      "title": "Estimates group factors Fg.",
      "topics": [
        "estimate_factor_group"
      ]
    },
    {
      "page": "evade_crashes_macropca",
      "title": "Solves a very specific issue with MacroPCA.",
      "topics": [
        "evade_crashes_macropca"
      ]
    },
    {
      "page": "evade_floating_point_errors",
      "title": "Function to evade floating point errors.",
      "topics": [
        "evade_floating_point_errors"
      ]
    },
    {
      "page": "factor_group_true_dgp3",
      "title": "factor_group_true_dgp3 contains the values of the true group factors on which Y_dgp3 is based",
      "topics": [
        "factor_group_true_dgp3"
      ]
    },
    {
      "page": "fill_rc",
      "title": "Fills in the optimized number of common factors for each C.",
      "topics": [
        "fill_rc"
      ]
    },
    {
      "page": "fill_rcj",
      "title": "Fills in the optimized number of groups and group specific factors for each C.",
      "topics": [
        "fill_rcj"
      ]
    },
    {
      "page": "final_estimations_filter_kg",
      "title": "Filters dataframe on the requested group specific factors configuration.",
      "topics": [
        "final_estimations_filter_kg"
      ]
    },
    {
      "page": "g_true_dgp3",
      "title": "g_true_dgp3 contains the true group memberships of the elements of Y_dgp3",
      "topics": [
        "g_true_dgp3"
      ]
    },
    {
      "page": "generate_grouped_factorstructure",
      "title": "Generates the true groupfactorstructure, to use in simulations.",
      "topics": [
        "generate_grouped_factorstructure"
      ]
    },
    {
      "page": "generate_Y",
      "title": "Generate panel data Y for simulations.",
      "topics": [
        "generate_Y"
      ]
    },
    {
      "page": "get_best_configuration",
      "title": "Finds the first stable interval after the first unstable point. It then defines the value for C for the begin, middle and end of this interval.",
      "topics": [
        "get_best_configuration"
      ]
    },
    {
      "page": "get_convergence_speed",
      "title": "Defines the convergence speed.",
      "topics": [
        "get_convergence_speed"
      ]
    },
    {
      "page": "get_final_estimation",
      "title": "Function that returns the final clustering, based on the estimated number of groups and common and group specific factors.",
      "topics": [
        "get_final_estimation"
      ]
    },
    {
      "page": "grid_add_variables",
      "title": "Function which is used to have a dataframe (called \"grid\") with data (individualindex, timeindex, XT and LF) available.",
      "topics": [
        "grid_add_variables"
      ]
    },
    {
      "page": "handle_macropca_errors",
      "title": "Helpfunction in robustpca().",
      "topics": [
        "handle_macropca_errors"
      ]
    },
    {
      "page": "handleNA",
      "title": "Function with as input a dataframe. (this will be \"Y\" or \"to_divide\") It filters out rows with NA.",
      "topics": [
        "handleNA"
      ]
    },
    {
      "page": "handleNA_LG",
      "title": "Removes NA's in LG (in function calculate_virtual_factor_and_lambda_group() )",
      "topics": [
        "handleNA_LG"
      ]
    },
    {
      "page": "initialise_beta",
      "title": "Initialisation of estimation of beta (the coefficients with the observable variables)",
      "topics": [
        "initialise_beta"
      ]
    },
    {
      "page": "initialise_clustering",
      "title": "Function that clusters time series in a dataframe with kmeans.",
      "topics": [
        "initialise_clustering"
      ]
    },
    {
      "page": "initialise_commonfactorstructure_macropca",
      "title": "Initialises the estimation of the common factors and their loadings.",
      "topics": [
        "initialise_commonfactorstructure_macropca"
      ]
    },
    {
      "page": "initialise_df_pic",
      "title": "Initialises a dataframe which will contain the PIC for each configuration and for each value of C.",
      "topics": [
        "initialise_df_pic"
      ]
    },
    {
      "page": "initialise_df_results",
      "title": "Initialises a dataframe that will contain an overview of metrics for each estimated configuration (for example adjusted randindex).",
      "topics": [
        "initialise_df_results"
      ]
    },
    {
      "page": "initialise_rc",
      "title": "Initialises rc.",
      "topics": [
        "initialise_rc"
      ]
    },
    {
      "page": "initialise_rcj",
      "title": "Initialises rcj.",
      "topics": [
        "initialise_rcj"
      ]
    },
    {
      "page": "initialise_X",
      "title": "Creates X (the observable variables) to use in simulations.",
      "topics": [
        "initialise_X"
      ]
    },
    {
      "page": "iterate",
      "title": "Wrapper around estimate_beta(), update_g(), and estimating the factorstructures.",
      "topics": [
        "iterate"
      ]
    },
    {
      "page": "kg_candidates_expand",
      "title": "Function that returns the set of combinations of groupfactors for which the algorithm needs to run.",
      "topics": [
        "kg_candidates_expand"
      ]
    },
    {
      "page": "lambda_group_true_dgp3",
      "title": "lambda_group_true_dgp3 contains the values of the loadings to the group factors on which Y_dgp3 is based",
      "topics": [
        "lambda_group_true_dgp3"
      ]
    },
    {
      "page": "LMROB",
      "title": "Wrapper around lmrob.",
      "topics": [
        "LMROB"
      ]
    },
    {
      "page": "make_df_pic_parallel",
      "title": "Makes a dataframe with the PIC for each configuration and each candidate C.",
      "topics": [
        "make_df_pic_parallel"
      ]
    },
    {
      "page": "make_df_results_parallel",
      "title": "Makes a dataframe with information on each configuration.",
      "topics": [
        "make_df_results_parallel"
      ]
    },
    {
      "page": "make_subsamples",
      "title": "Selects a subsample of the time series, and of the length of the time series. Based on this it returns a list with a subsample of Y, the corresponding subsample of X and of the true group membership and factorstructures if applicable.",
      "topics": [
        "make_subsamples"
      ]
    },
    {
      "page": "matrixnorm",
      "title": "Function to calculate the norm of a matrix.",
      "topics": [
        "matrixnorm"
      ]
    },
    {
      "page": "OF_vectorized_helpfunction3",
      "title": "Helpfunction in OF_vectorized3()",
      "topics": [
        "OF_vectorized_helpfunction3"
      ]
    },
    {
      "page": "OF_vectorized3",
      "title": "Calculates objective function for the classical algorithm: used in iterate() and in local_search.",
      "topics": [
        "OF_vectorized3"
      ]
    },
    {
      "page": "parallel_algorithm",
      "title": "Wrapper of the loop over the subsets which in turn use the parallelised algorithm.",
      "topics": [
        "parallel_algorithm"
      ]
    },
    {
      "page": "plot_VCsquared",
      "title": "Plots expression(VC^2) along with the corresponding number of groups (orange), common factors (darkblue) and group factors of the first group (lightblue).",
      "topics": [
        "plot_VCsquared"
      ]
    },
    {
      "page": "prepare_for_robpca",
      "title": "Helpfunction: prepares object to perform robust PCA on.",
      "topics": [
        "prepare_for_robpca"
      ]
    },
    {
      "page": "RCTS",
      "title": "RCTS",
      "topics": [
        "RCTS"
      ]
    },
    {
      "page": "reassign_if_empty_groups",
      "title": "Randomly reassign individual(s) if there are empty groups. This can happen if the total number of time series is low compared to the number of desired groups.",
      "topics": [
        "reassign_if_empty_groups"
      ]
    },
    {
      "page": "restructure_X_to_order_slowN_fastT",
      "title": "Restructures X (which is an 3D-array of dimensions (N,T,p) to a 2D-matrix of dimension (NxT,p).",
      "topics": [
        "restructure_X_to_order_slowN_fastT"
      ]
    },
    {
      "page": "return_robust_lambdaobject",
      "title": "Calculates robust loadings",
      "topics": [
        "return_robust_lambdaobject"
      ]
    },
    {
      "page": "robustpca",
      "title": "Function that uses robust PCA and estimates robust factors and loadings.",
      "topics": [
        "robustpca"
      ]
    },
    {
      "page": "run_config",
      "title": "Wrapper around the non-parallel algorithm, to estimate beta, group membership and the factorstructures.",
      "topics": [
        "run_config"
      ]
    },
    {
      "page": "scaling_X",
      "title": "Scaling of X.",
      "topics": [
        "scaling_X"
      ]
    },
    {
      "page": "solveFG",
      "title": "Helpfunction in update_g(), to calculate solve(FG x t(FG)) x FG",
      "topics": [
        "solveFG"
      ]
    },
    {
      "page": "tabulate_potential_C",
      "title": "Shows the configurations for potential C's of the first stable interval (beginpoint, middlepoint and endpoint)",
      "topics": [
        "tabulate_potential_C"
      ]
    },
    {
      "page": "update_g",
      "title": "Function that estimates group membership.",
      "topics": [
        "update_g"
      ]
    },
    {
      "page": "X_dgp3",
      "title": "The dataset X_dgp3 contains the values of the 3 observable variables on which Y_dgp3 is based.",
      "topics": [
        "X_dgp3"
      ]
    },
    {
      "page": "Y_dgp3",
      "title": "Y_dgp3 contains a simulated dataset for DGP 3.",
      "topics": [
        "Y_dgp3"
      ]
    }
  ],
  "_rundeps": [
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    "cli",
    "cpp11",
    "DEoptimR",
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    "rbibutils",
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  "_indexed": true,
  "_nocasepkg": "rcts",
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