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ClustOfVar: An R Package for the Clustering of Variables

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  • Chavent, Marie
  • Kuentz-Simonet, Vanessa
  • Liquet, Benoît
  • Saracco, Jérôme

Abstract

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.

Suggested Citation

  • Chavent, Marie & Kuentz-Simonet, Vanessa & Liquet, Benoît & Saracco, Jérôme, 2012. "ClustOfVar: An R Package for the Clustering of Variables," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 50(i13).
  • Handle: RePEc:jss:jstsof:v:050:i13
    DOI: http://hdl.handle.net/10.18637/jss.v050.i13
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    References listed on IDEAS

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    1. Lawrence Hubert & Phipps Arabie, 1985. "Comparing partitions," Journal of Classification, Springer;The Classification Society, vol. 2(1), pages 193-218, December.
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    2. Wang, Endong, 2017. "Decomposing core energy factor structure of U.S. residential buildings through principal component analysis with variable clustering on high-dimensional mixed data," Applied Energy, Elsevier, vol. 203(C), pages 858-873.
    3. Wang, Endong & Alp, Neslihan & Shi, Jonathan & Wang, Chao & Zhang, Xiaodong & Chen, Hong, 2017. "Multi-criteria building energy performance benchmarking through variable clustering based compromise TOPSIS with objective entropy weighting," Energy, Elsevier, vol. 125(C), pages 197-210.
    4. Vanessa Kuentz-Simonet & Amaury Labenne & Tina Rambonilaza, 2017. "Using ClustOfVar to Construct Quality of Life Indicators for Vulnerability Assessment Municipality Trajectories in Southwest France from 1999 to 2009," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 131(3), pages 973-997, April.
    5. Luther Elliott & Christopher Keith Haddock & Stephanie Campos & Ellen Benoit, 2019. "Polysubstance use patterns and novel synthetics: A cluster analysis from three U.S. cities," PLOS ONE, Public Library of Science, vol. 14(12), pages 1-17, December.
    6. Xiaowen Wang & Shanshan Yao & Mengying Wang & Guiying Cao & Zishuo Chen & Ziting Huang & Yao Wu & Ling Han & Beibei Xu & Yonghua Hu, 2020. "Multimorbidity among Two Million Adults in China," IJERPH, MDPI, vol. 17(10), pages 1-13, May.
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    8. Yao, Xingzhi & Izzeldin, Marwan & Li, Zhenxiong, 2019. "A novel cluster HAR-type model for forecasting realized volatility," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1318-1331.
    9. Ana Belén Ramos-Guajardo, 2022. "A hierarchical clustering method for random intervals based on a similarity measure," Computational Statistics, Springer, vol. 37(1), pages 229-261, March.
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