https://github.com/aalfons/tandemics-replication

Reproduce all examples, simulations, and figures of Alfons, Archimbaud, Nordhausen & Ruiz-Gazen (2024, EcoSta).

https://github.com/aalfons/tandemics-replication

Science Score: 13.0%

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Reproduce all examples, simulations, and figures of Alfons, Archimbaud, Nordhausen & Ruiz-Gazen (2024, EcoSta).

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Created over 2 years ago · Last pushed almost 2 years ago
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README.md

Tandem clustering with invariant coordinate selection

About tandem clustering with ICS

Tandem clustering is a well-known technique aiming to improve cluster identification through initial dimension reduction. However, the usual approach using principal component analysis (PCA) has been criticized for focusing solely on inertia so that the first components do not necessarily retain the structure of interest for clustering. To address this limitation, we propose a new tandem clustering approach based on invariant coordinate selection (ICS).

More information can be found in our article:

A. Alfons, A. Archimbaud, K. Nordhausen and A. Ruiz-Gazen (2024). Tandem clustering with invariant coordinate selection. Econometrics and Statistics. doi: 10.1016/j.ecosta.2024.03.002.

Reproduce results

This repository provides a collection of R scripts to reproduce all examples, simulations, and figures in our article.

The easiest way to reproduce the results is to clone this repository with RStudio. Running the scripts within the resulting RStudio project ensures that there are no issues with file paths for storing or reading results, or for producing files containing plots. In addition, the RStudio project uses renv to make sure that the correct versions of all required R packages are used. After opening the RStudio project for the fist time, please type renv::restore() on the R command line to retrieve the correct versions of all required packages.

Please note that this repository is rather large because it also contains R data files with all simulation results. This way, if you only want to quickly reproduce the figures with simulation results, you do not actually need to run the simulations first.

Owner

  • Name: Andreas Alfons
  • Login: aalfons
  • Kind: user
  • Location: Rotterdam, Netherlands
  • Company: Erasmus University Rotterdam

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