The varclus function in the Hmisc library, soon to be available
in beta test for R, does variable clustering. varclus uses
two similarity measures that are quite robust - Spearman rho^2
rank correlation coefficients and Hoeffding's D statistic, an
omnibus nonparametric test of association. You can also use
Pearson r^2. I will make an announcement on r-help when the
package is available. varclus is not designed to handle
autocorrelation (neither is SAS VARCLUS). -Frank Harrell
Janusz Kawczak wrote:>
> Dear R users:
>
> is there a package, similar to varclus in SAS or varclus in S, ported or
>
> written for R? Also, is there any other package in R that was designed
> for
> grouping the variables under different measures of distance (in cases
> where data is non-Gaussian, autocorrelated, and so on).
>
> Janusz.
>
> --
> ** Janusz Kawczak **
> ** UNC at Charlotte, Department of Mathematics, Room 350F **
> ** Charlotte, NC, 28223-0001, U.S.A. **
> ** Tel.: (704) 687-2566 (W) (704) 921-0273 (H) Fax.: (704) 510-6415 **
>
>
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--
Frank E Harrell Jr Prof. of Biostatistics & Statistics
Div. of Biostatistics & Epidem. Dept. of Health Evaluation Sciences
U. Virginia School of Medicine http://hesweb1.med.virginia.edu/biostat
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