Lag penalized weighted correlation for time series clustering.

LPWC achieves both of its time series clustering goals. It groups time series with correlated changes over time, even if those patterns occur earlier or later in some of the time series. In addition, it refrains from introducing large shifts in time when searching for temporal patterns by applying a lag penalty. The LPWC R package is available at https://github.com/gitter-lab/LPWC and CRAN under a MIT license.