Assessment of Stability of Individual Object or Clusters in Partitioning Solutions (ClusterStability)
Allows one to assess the stability of individual objects, clusters and whole clustering solutions based on repeated runs of the K-means and K-medoids partitioning algorithms.
Koul’s Minimum Distance Estimation in Linear Regression and Autoregression Model (KoulMde)
Consider linear regression model and autoregressive model of order p where errors in the linear regression model and innovations in the autoregression model are independent and symmetrically distributed. Hira L. Koul proposed a nonparametric minimum distance estimation method by minimizing L2-type distance between certain weighted residual empirical distribution functions. He also proposed a simpler version of the loss function by using symmetry of the integrating measure in the distance. This package contains two functions: KoulLrMde() and KoulArMde(). KoulLrMde() and KoulArMde() provide minimum distance estimators for linear regression model and autoregression model, respectively, where both are based on Koul’s method. These two functions take much less time for the computation than those based on parametric minimum distance estimation methods.
Compute the Top Decile Lift and Plot the Lift Curve (lift)
Compute the top decile lift and plot the lift curve. Cumulative lift curves are also supported.