ClustOfVar: An R Package for the Clustering of Variables

Clustering of variables is as a way to arrange variables into homogeneous clusters, i.e., groups of variables which are strongly related to each other and thus bring the same information. These approaches can then be useful for dimension reduction and variable selection. Several specific methods hav...

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Bibliographic Details
Main Authors: Marie Chavent, Vanessa Kuentz-Simonet, Benoit Liquet, Jerome Saracco
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2012-09-01
Series:Journal of Statistical Software
Subjects:
Online Access:http://www.jstatsoft.org/v50/i13/paper
Description
Summary:Clustering of variables is as a way to arrange variables into homogeneous clusters, i.e., groups of variables which are strongly related to each other and thus bring the same information. These approaches can then be useful for dimension reduction and variable selection. Several specific methods have been developed for the clustering of numerical variables. However concerning qualitative variables or mixtures of quantitative and qualitative variables, far fewer methods have been proposed. The R package ClustOfVar was specifically developed for this purpose. The homogeneity criterion of a cluster is defined as the sum of correlation ratios (for qualitative variables) and squared correlations (for quantitative variables) to a synthetic quantitative variable, summarizing ``as good as possible'' the variables in the cluster. This synthetic variable is the first principal component obtained with the PCAMIX method. Two clustering algorithms are proposed to optimize the homogeneity criterion: iterative relocation algorithm and ascendant hierarchical clustering. We also propose a bootstrap approach in order to determine suitable numbers of clusters. We illustrate the methodologies and the associated package on small datasets.
ISSN:1548-7660