PDCDistance | R Documentation |
Calculates the permutation distribution distance between two numerical series of the same length.
PDCDistance(x, y, ...)
x |
Numeric vector containing the first time series. |
y |
Numeric vector containing the second time series. |
... |
Additional parameters for the function. See |
This is simply a wrapper for the pdcDist
function of package pdc. As such, all the functionalities of the pdcDist
function are also available when using this function.
d |
The computed distance between the pair of series. |
Usue Mori, Alexander Mendiburu, Jose A. Lozano.
Andreas M. Brandmaier (2015). pdc: An R package for Complexity-Based Clustering of Time Series. Journal of Statistical Software, Vol 67, Issue 5.
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/.
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
.
# 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 normalized compression based distance between the two series # using the default parameters. PDCDistance(example.series1, example.series2)
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