distance_ls_cpp: (C++) Sum of Pairwise Distances Between Cases in Two Aligned...

View source: R/RcppExports.R

distance_ls_cppR Documentation

(C++) Sum of Pairwise Distances Between Cases in Two Aligned Time Series

Description

Computes the lock-step sum of distances between two regular and aligned time series. NA values should be removed before using this function. If the selected distance function is "chi" or "cosine", pairs of zeros should be either removed or replaced with pseudo-zeros (i.e. 0.00001).

Usage

distance_ls_cpp(x, y, distance = "euclidean")

Arguments

x

(required, numeric matrix) univariate or multivariate time series.

y

(required, numeric matrix) univariate or multivariate time series with the same number of columns and rows as 'x'.

distance

(optional, character string) distance name from the "names" column of the dataset distances (see distances$name). Default: "euclidean".

Value

numeric

See Also

Other Rcpp_matrix: cost_matrix_diagonal_cpp(), cost_matrix_diagonal_weighted_cpp(), cost_matrix_orthogonal_cpp(), distance_matrix_cpp()

Examples

#simulate two regular time series
x <- zoo_simulate(
  seed = 1,
  irregular = FALSE
  )
y <- zoo_simulate(
  seed = 2,
  irregular = FALSE
  )

#distance matrix
dist_matrix <- distance_ls_cpp(
  x = x,
  y = y,
  distance = "euclidean"
)

distantia documentation built on April 4, 2025, 5:42 a.m.