Hierarchical Cluster Analysis

The distance measure determines how the similarity between clusters is measured. The most common distance measure is the squared Euclidean distance. The following distance measures have been predefined, and are available as properties of the DistanceMeasures class:

The linkage method determines how clusters are combined and how the similarities between the merged cluster and the remaining clusters are computed. It can take on the following values:

Hierarchical clustering is implemented by the HierarchicalClusterAnalysis class. This class has three constructors. The first constructor takes one argument: a MatrixT whose columns contain the data to be analyzed. The second constructor also takes one argument: an array of VectorT objects. Both these constructors are illustrated below:

var matrix = Matrix.CreateRandom(100, 10);
var hc1 = new HierarchicalClusterAnalysis(matrix);
var vectors = matrix.Columns.ToArray();
var hc2 = new HierarchicalClusterAnalysis(vectors);

Dim mat = Matrix.CreateRandom(100, 10)
Dim hc1 = New HierarchicalClusterAnalysis(mat)
Dim vectors = mat.Columns.ToArray()
Dim hc2 = New HierarchicalClusterAnalysis(vectors)

let matrix = Matrix.CreateRandom(100, 10)
let hc1 = new HierarchicalClusterAnalysis(matrix)
let vectors = matrix.Columns.ToArray()
let hc2 = new HierarchicalClusterAnalysis(vectors)

The third constructor takes two arguments. The first is a IDataFrame (a DataFrameR, C or MatrixT) that contains the variables that may be used in the analysis. The second argument is an array of strings that contains the names of the variables from the collection that should be included in the analysis.

The distance measure can be set through the DistanceMeasure property. It defaults to squared Euclidean distance. To set or get the linkage method, use the LinkageMethod property. The default here is the centroid method. One last option that can be set is whether the variables should be standardized, using the Standardize property. When variables are unequally scaled, some variables will make a larger contribution to the distance than others. This can distort the clustering. To avoid this problem, the variables can be standardized so they all contribute equally to the distance. The default is to standardize variables. The following example sets up a hierarchical cluster analysis using a data frame and sets some options:

var rowIndex = Index.Default(matrix.RowCount);
var names = new string[] { "x1", "x2", "x3",
    "x4", "x5", "x6", "x7", "x8", "x9", "x10" };
var columnIndex = Index.Create(names);
var dataFrame = matrix.ToDataFrame(rowIndex, columnIndex);
var hc3 = new HierarchicalClusterAnalysis(dataFrame, names);
hc3.Standardize = true;
hc3.LinkageMethod = LinkageMethod.Centroid;
hc3.DistanceMeasure = DistanceMeasures.SquaredEuclideanDistance;

Dim rowIndex = Index.Default(mat.RowCount)
Dim names = {"x1", "x2", "x3",
    "x4", "x5", "x6", "x7", "x8", "x9", "x10"}
Dim columnIndex = Index.Create(names)
Dim frame = mat.ToDataFrame(rowIndex, columnIndex)
Dim hc3 = New HierarchicalClusterAnalysis(frame, names)
hc3.Standardize = True
hc3.LinkageMethod = LinkageMethod.Centroid
hc3.DistanceMeasure = DistanceMeasures.SquaredEuclideanDistance

let rowIndex = Index.Default(matrix.RowCount)
let names = [| "x1"; "x2"; "x3";
    "x4"; "x5"; "x6"; "x7"; "x8"; "x9"; "x10" |]
let columnIndex = Index.Create(names)
let dataFrame = matrix.ToDataFrame(rowIndex, columnIndex)
let hc3 = new HierarchicalClusterAnalysis(dataFrame, names)
hc3.Standardize <- true
hc3.LinkageMethod <- LinkageMethod.Centroid
hc3.DistanceMeasure <- DistanceMeasures.SquaredEuclideanDistance

The Compute method performs the actual calculations. Once the computations are complete, a number of properties and methods give access to the results in detail.

Use the GetClusterPartition method to divide the observations into the specified number of sets. This method returns a HierarchicalClusterCollection object which, as the name implies, is a collection of HierarchicalCluster objects. In addition to the usual collection properties and methods, this class also has a GetMemberships method, which returns a CategoricalVectorT that for each observation indicates the cluster to which it belongs.

Each HierarchicalCluster describes one cluster in detail. The Size property returns the number of observations in the cluster. The MemberIndexes property returns a vector containing the indexes of its members in the original dataset. The Root property returns the DendrogramNode node that is the root of the set. The following example creates a partition of 5 clusters, prints the size of each, and also prints out which cluster each observation belongs to:

hc1.Fit();
var partition = hc1.GetClusterPartition(5);
foreach (HierarchicalCluster cluster in partition)
    Console.WriteLine("Cluster {0} has {1} members.", cluster.Index, cluster.Size);
// Get a categorical variable that shows memberships:
var memberships = partition.GetMemberships();
for (int i = 15; i < memberships.Length; i++)
    Console.WriteLine("Observation {0} belongs to cluster {1}", i,
        memberships.GetLevelIndex(i));

hc1.Fit()
Dim Partition = hc1.GetClusterPartition(5)
For Each cluster In Partition
    Console.WriteLine("Cluster {0} has {1} members.", cluster.Index, cluster.Size)
    ' Get a categorical variable that shows memberships
    Dim memberships = Partition.GetMemberships()
    For i = 15 To memberships.Length - 1
        Console.WriteLine("Observation {0} belongs to cluster {1}", i,
            memberships.GetLevelIndex(i))
    Next
Next

hc1.Fit()
let partition = hc1.GetClusterPartition(5)
for cluster in partition do
    printfn "Cluster %d has %d members." (cluster.Index) (cluster.Size)
// Get a categorical variable that shows memberships:
let memberships = partition.GetMemberships()
for i = 15 to (memberships.Length - 1) do
    printfn "Observation %d belongs to cluster %d" i 
        (memberships.GetLevelIndex(i))

A dendrogram is a tree-like representation of the results of a hierarchical cluster analysis. The nodes of the tree are clusters that represent either original observations, or clusters that resulted from merging two clusters. The nodes of a dendrogram are represented by DendrogramNode objects. The dendrogram of a cluster analysis can be accessed through its root node, available through the a DendrogramRoot property.

The IsLeaf property indicates whether the cluster is a leaf node (an observation from the original data set), or a merged cluster. If it is a leaf node, then the ObservationIndex returns the index of this observation in the original data set. The LeftChild and RightChild properties specify the two clusters that were merged. DistanceMeasure returns the distance between the two merged clusters. This property is zero for leaf nodes. Level returns the number of nodes between the current node and the root node. The root node is at level 0. The children of the root are at level 1, and so on.

A dendrogram is also useful to give a graphical representation of the results. The Position property gives the horizontal position of the node. The leaf nodes (observations) have integer positions that correspond to their GetDendrogramOrder and can be used as one coordinate. It is centered over the two clusters that were merged. The DistanceMeasure or Level properties can be used as the other coordinate.

The next example shows how to access the dendrogram nodes and their properties:

var root = hc1.DendrogramRoot;
Console.WriteLine("Root position: ({0:F4}, {1:F4})", root.Position, root.DistanceMeasure);
Console.WriteLine("Position of left child: {0:F4}", root.LeftChild.Position);
Console.WriteLine("Position of right child: {0:F4}", root.RightChild.Position);

Dim root = hc1.DendrogramRoot
Console.WriteLine("Root position: ({0:F4}, {1:F4})", root.Position, root.DistanceMeasure)
Console.WriteLine("Position of left child: {0:F4}", root.LeftChild.Position)
Console.WriteLine("Position of right child: {0:F4}", root.RightChild.Position)

let root = hc1.DendrogramRoot
printfn "Root position: (%.4f, %.4f)" root.Position root.DistanceMeasure
printfn "Position of left child: %.4f" root.LeftChild.Position
printfn "Position of right child: %.4f" root.RightChild.Position