Function to compute the maximum similarity chain links from a measure of dissimilarity. The procedure works as described in Diewert and Fox (2017). It first links period 2 to period 1. Then for each period t, from periods 3,...,T it searches among the periods 1,...,t-1 for the period that is most similar (least dissimilar) to period t.
a matrix containing a dissimilarity measure where the first two columns are the indices and the third column is the dissimilarity measure.
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# find the linking periods in the CES_sigma_2 dataset that maximise # the similarity between periods, using the absolute dissimilarity measure. disMat <- mixScaleDissimilarity(CES_sigma_2, pvar = "prices", qvar = "quantities", pervar = "time", prodID = "prodID", measure = "absolute", combine = "geomean") maximumSimilarityLinks(disMat)
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