IntPerDistance: Integrated Periodogram based dissimilarity

In TSdist: Distance Measures for Time Series Data

Integrated Periodogram based dissimilarity

Description

Calculates the dissimilarity between two numerical series of the same length based on the distance between their integrated periodograms.

Usage

IntPerDistance(x, y, ...)

Arguments

x	Numeric vector containing the first time series.
y	Numeric vector containing the second time series.
...	Additional parameters for the function. See diss.INT.PER for more information.

Details

This is simply a wrapper for the diss.INT.PER function of package TSclust. As such, all the functionalities of the diss.INT.PER function are also available when using this function.

Value

d	The computed distance between the pair of series.

Author(s)

Usue Mori, Alexander Mendiburu, Jose A. Lozano.

References

Pablo Montero, José A. Vilar (2014). TSclust: An R Package for Time Series Clustering. Journal of Statistical Software, 62(1), 1-43. URL http://www.jstatsoft.org/v62/i01/.

See Also

To calculate this distance measure using ts, zoo or xts objects see TSDistances. To calculate distance matrices of time series databases using this measure see TSDatabaseDistances.

Examples

# The objects example.series1 and example.series2 are two 
# numeric series of length 100. 

data(example.series1)
data(example.series2)

# For information on their generation and shape see 
# help page of example.series.

help(example.series)

# Calculate the ar.mah distance between the two series using
# the default parameters. 

IntPerDistance(example.series1, example.series2)

TSdist documentation built on Aug. 31, 2022, 5:09 p.m.