ConvergenceClubs: A Package for Performing the Phillips and Sul’s Club Convergence Clustering Procedure

This paper introduces package ConvergenceClubs, which implements functions to perform the Phillips and Sul (2007, 2009) club convergence clustering procedure in a simple and reproducible manner. The approach proposed by Phillips and Sul to analyse the convergence patterns of groups of economies is formulated as a nonlinear time varying factor model that allows for different time paths as well as individual heterogeneity. Unlike other approaches in which economies are grouped a priori, it also allows the endogenous determination of convergence clubs. The algorithm, usage, and implementation details are discussed.

Roberto Sichera , Pietro Pizzuto

Supplementary materials

Supplementary materials are available in addition to this article. It can be downloaded at

CRAN packages used

ConvergenceClubs, mFilter

CRAN Task Views implied by cited packages



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For attribution, please cite this work as

Sichera & Pizzuto, "ConvergenceClubs: A Package for Performing the Phillips and Sul's Club Convergence Clustering Procedure", The R Journal, 2019

BibTeX citation

  author = {Sichera, Roberto and Pizzuto, Pietro},
  title = {ConvergenceClubs: A Package for Performing the Phillips and Sul's Club Convergence Clustering Procedure},
  journal = {The R Journal},
  year = {2019},
  note = {},
  doi = {10.32614/RJ-2019-021},
  volume = {11},
  issue = {2},
  issn = {2073-4859},
  pages = {142-151}