Dear all


I would like to know if there is some clustering provedure which does the
following.Given a data set with n observations on k variables with
correlations matrix R (k x k) I would like to obtain 3 cluster of
approximatively equal size n1=n2=n3 that satisfy the following condition.


The correlations matrix of each of the three subgroups should be as close as
possible each other and with respect to the pooled correlation matrix, That
is R1=R2=R3=R


Do you have any suggestions or ideas on how to proceed to obtain such
partitions?


Thanx a lot


Massimiliano Marinucci


Phd candidate


Universidad Complutense Madrid






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