Description Usage Arguments Details Value Examples
Calculates distance matrices in parallel using multiple threads. Supports 41 predefined distance measures and user-defined distance functions.
1 2 |
x |
a numeric matrix (each row is one series) or list of numeric matrices for multidimensional series (each matrix is one series, a row is a dimension of a series) |
method |
the distance measure to be used. A list of all available distance methods can be found in the details section below. |
diag |
logical value indicating whether the diagonal of the distance matrix should be printed by print.dist. |
upper |
logical value indicating whether the upper triangle of the distance matrix should be printed by print.dist |
threads |
number of cpu threads for calculating a distance matrix. Default is the maximum amount of cpu threads available on the system. |
... |
additional parameters which will be passed to the distance methods. See details section below. |
customDefining and compiling a user-defined C++ distance function, as well as creating an external pointer to the function can easily be achieved with the cppXPtr function of the RcppXPtrUtils package. The resulting Xptr external pointer object needs to be passed to parDist using the func parameter.
Parameters:
func (Xptr)External pointer to a user-defined distance function with the following signature:
double customDist(const arma::mat &A, const arma::mat &B)
Note that the return value must be a double and the two parameters must be of type const arma::mat ¶m.
More information about the Armadillo library can be found at http://arma.sourceforge.net/docs.html or as part of the documentation of the RcppArmadillo package.
An exemplary definition and usage of an user-defined euclidean distance function can be found in the examples section below.
Distance methods for continuous input variables
bhjattacharyyaThe Bhjattacharyya distance.
Type: continuous
Formula: sqrt(sum_i (sqrt(x_i) - sqrt(y_i))^2)).
Details: See pr_DB$get_entry("bhjattacharyya") in proxy.
brayThe Bray/Curtis dissimilarity.
Type: continuous
Formula: sum_i |x_i - y_i| / sum_i (x_i + y_i).
Details: See pr_DB$get_entry("bray") in proxy.
canberraThe Canberra distance (with compensation for excluded components). Terms with zero numerator and denominator are omitted from the sum and treated as if the values were missing.
Type: continuous
Formula: sum_i |x_i - y_i| / |x_i + y_i|.
Details: See pr_DB$get_entry("canberra") in proxy.
chordThe Chord distance.
Type: continuous
Formula: sqrt(2 * (1 - xy / sqrt(xx * yy))).
Details: See pr_DB$get_entry("chord") in proxy.
divergenceThe Divergence distance.
Type: continuous
Formula: sum_i (x_i - y_i)^2 / (x_i + y_i)^2.
Details: See pr_DB$get_entry("divergence") in proxy.
dtwImplementation of a multi-dimensional Dynamic Time Warping algorithm.
Type: continuous
Formula: Euclidean distance sqrt(sum_i (x_i - y_i)^2).
Parameters:
window.size (integer, optional)Size of the window of the Sakoe-Chiba band. If the absolute length difference of two series x and y is larger than the window.size, the window.size is set to the length difference.
norm.method (character, optional)Normalization method for DTW distances.
path.length Normalization with the length of the warping path.
n Normalization with n. n is the length of series x.
n+m Normalization with n + m. n is the length of series x, m is the length of series y.
step.pattern (character or stepPattern of dtw package, default: symmetric1)The following step patterns of the dtw package are supported:
asymmetric (Normalization hint: n)
asymmetricP0 (Normalization hint: n)
asymmetricP05 (Normalization hint: n)
asymmetricP1 (Normalization hint: n)
asymmetricP2 (Normalization hint: n)
symmetric1 (Normalization hint: path.length)
symmetric2 or symmetricP0 (Normalization hint: n+m)
symmetricP05 (Normalization hint: n+m)
symmetricP1 (Normalization hint: n+m)
symmetricP2 (Normalization hint: n+m)
For a detailed description see stepPattern of the dtw package.
euclideanThe Euclidean distance/L_2-norm (with compensation for excluded components).
Type: continuous
Formula: sqrt(sum_i (x_i - y_i)^2)).
Details: See pr_DB$get_entry("euclidean") in proxy.
fJaccardThe fuzzy Jaccard distance.
Type: binary
Formula: sum_i (min{x_i, y_i}) / sum_i(max{x_i, y_i}).
Details: See pr_DB$get_entry("fJaccard") in proxy.
geodesicThe geoedesic distance, i.e. the angle between x and y.
Type: continuous
Formula: arccos(xy / sqrt(xx * yy)).
Details: See pr_DB$get_entry("geodesic") in proxy.
hellingerThe Hellinger distance.
Type: continuous
Formula: sqrt(sum_i (sqrt(x_i / sum_i x) - sqrt(y_i / sum_i y)) ^ 2).
Details: See pr_DB$get_entry("hellinger") in proxy.
kullbackThe Kullback-Leibler distance.
Type: continuous
Formula: sum_i [x_i * log((x_i / sum_j x_j) / (y_i / sum_j y_j)) / sum_j x_j)].
Details: See pr_DB$get_entry("kullback") in proxy.
mahalanobisThe Mahalanobis distance. The Variance-Covariance-Matrix is estimated from the input data if unspecified.
Type: continuous
Formula: sqrt((x - y) Sigma^(-1) (x - y)).
Parameters:
cov (numeric matrix, optional)The covariance matrix (p x p) of the distribution.
inverted (logical, optional)If TRUE, cov is supposed to contain the inverse of the covariance matrix.
Details: See pr_DB$get_entry("mahalanobis") in proxy or mahalanobis in stats.
manhattanThe Manhattan/City-Block/Taxi/L_1-norm distance (with compensation for excluded components).
Type: continuous
Formula: sum_i |x_i - y_i|.
Details: See pr_DB$get_entry("manhattan") in proxy.
maximumThe Maximum/Supremum/Chebyshev distance.
Type: continuous
Formula: max_i |x_i - y_i|.
Details: See pr_DB$get_entry("maximum") in proxy.
minkowskiThe Minkowski distance/p-norm (with compensation for excluded components).
Type: continuous
Formula: (sum_i (x_i - y_i)^p)^(1/p).
Parameters:
p (double, optional)The pth root of the sum of the pth powers of the differences of the components.
Details: See pr_DB$get_entry("minkowski") in proxy.
podaniThe Podany measure of discordance is defined on ranks with ties. In the formula, for two given objects x and y, n is the number of variables, a is is the number of pairs of variables ordered identically, b the number of pairs reversely ordered, c the number of pairs tied in both x and y (corresponding to either joint presence or absence), and d the number of all pairs of variables tied at least for one of the objects compared such that one, two, or thee scores are zero.
Type: continuous
Formula: 1 - 2 * (a - b + c - d) / (n * (n - 1)).
Details: See pr_DB$get_entry("podani") in proxy.
soergelThe Soergel distance.
Type: continuous
Formula: sum_i |x_i - y_i| / sum_i max{x_i, y_i}.
Details: See pr_DB$get_entry("soergel") in proxy.
waveThe Wave/Hedges distance.
Type: continuous
Formula: sum_i (1 - min(x_i, y_i) / max(x_i, y_i)).
Details: See pr_DB$get_entry("wave") in proxy.
whittakerThe Whittaker distance.
Type: continuous
Formula: sum_i |x_i / sum_i x - y_i / sum_i y| / 2.
Details: See pr_DB$get_entry("whittaker") in proxy.
Distance methods for binary input variables
Notation:
a: number of (TRUE, TRUE) pairs
b: number of (FALSE, TRUE) pairs
c: number of (TRUE, FALSE) pairs
d: number of (FALSE, FALSE) pairs
Note: Similarities are converted to distances.
binaryThe Jaccard Similarity for binary data. It is the proportion of (TRUE, TRUE) pairs, but not considering (FALSE, FALSE) pairs.
Type: binary
Formula: a / (a + b + c).
Details: See pr_DB$get_entry("binary") in proxy.
braun-blanquetThe Braun-Blanquet similarity.
Type: binary
Formula: a / max{(a + b), (a + c)}.
Details: See pr_DB$get_entry("braun-blanquet") in proxy.
cosineThe cosine similarity.
Type: continuous
Formula: (a * b) / (|a|*|b|).
Details: See pr_DB$get_entry("cosine") in proxy.
diceThe Dice similarity.
Type: binary
Formula: 2a / (2a + b + c).
Details: See pr_DB$get_entry("dice") in proxy.
fagerThe Fager / McGowan distance.
Type: binary
Formula: a / sqrt((a + b)(a + c)) - sqrt(a + c) / 2.
Details: See pr_DB$get_entry("fager") in proxy.
faithThe Faith similarity.
Type: binary
Formula: (a + d/2) / n.
Details: See pr_DB$get_entry("faith") in proxy.
hammanThe Hamman Matching similarity for binary data. It is the proportion difference of the concordant and discordant pairs.
Type: binary
Formula: ([a + d] - [b + c]) / n.
Details: See pr_DB$get_entry("hamman") in proxy.
hammingThe hamming distance between two vectors A and B is the fraction of positions where there is a mismatch.
Formula: \textit{\# of }(A != B) / \textit{\# in A (or B)}
kulczynski1Kulczynski similarity for binary data. Relates the (TRUE, TRUE) pairs to discordant pairs.
Type: binary
Formula: a / (b + c).
Details: See pr_DB$get_entry("kulczynski1") in proxy.
kulczynski2Kulczynski similarity for binary data. Relates the (TRUE, TRUE) pairs to the discordant pairs.
Type: binary
Formula: [a / (a + b) + a / (a + c)] / 2.
Details: See pr_DB$get_entry("kulczynski2") in proxy.
michaelThe Michael similarity.
Type: binary
Formula: 4(ad - bc) / [(a + d)^2 + (b + c)^2].
Details: See pr_DB$get_entry("michael") in proxy.
mountfordThe Mountford similarity for binary data.
Type: binary
Formula: 2a / (ab + ac + 2bc).
Details: See pr_DB$get_entry("mountford") in proxy.
mozleyThe Mozley/Margalef similarity.
Type: binary
Formula: an / (a + b)(a + c).
Details: See pr_DB$get_entry("mozley") in proxy.
ochiaiThe Ochiai similarity.
Type: binary
Formula: a / sqrt[(a + b)(a + c)].
Details: See pr_DB$get_entry("ochiai") in proxy.
phiThe Phi similarity (= Product-Moment-Correlation for binary variables).
Type: binary
Formula: (ad - bc) / sqrt[(a + b)(c + d)(a + c)(b + d)].
Details: See pr_DB$get_entry("phi") in proxy.
russelThe Russel/Raosimilarity for binary data. It is just the proportion of (TRUE, TRUE) pairs.
Type: binary
Formula: a / n.
Details: See pr_DB$get_entry("russel") in proxy.
simple matchingThe Simple Matching similarity for binary data. It is the proportion of concordant pairs.
Type: binary
Formula: (a + d) / n.
Details: See pr_DB$get_entry("simple matching") in proxy.
simpsonThe Simpson similarity.
Type: binary
Formula: a / min{(a + b), (a + c)}.
Details: See pr_DB$get_entry("simpson") in proxy.
stilesThe Stiles similarity. Identical to the logarithm of Krylov's distance.
Type: binary
Formula: log(n(|ad-bc| - 0.5n)^2 / [(a + b)(c + d)(a + c)(b + d)]).
Details: See pr_DB$get_entry("stiles") in proxy.
tanimotoThe Rogers/Tanimoto similarity for binary data. Similar to the simple matching coefficient, but putting double weight on the discordant pairs.
Type: binary
Formula: (a + d) / (a + 2b + 2c + d).
Details: See pr_DB$get_entry("tanimoto") in proxy.
yuleThe Yule similarity.
Type: binary
Formula: (ad - bc) / (ad + bc).
Details: See pr_DB$get_entry("yule") in proxy.
yule2The Yule similarity.
Type: binary
Formula: (sqrt(ad) - sqrt(bc)) / (sqrt(ad) + sqrt(bc)).
Details: See pr_DB$get_entry("yule2") in proxy.
parDist returns an object of class "dist".
The lower triangle of the distance matrix stored by columns in a
vector, say do. If n is the number of
observations, i.e., n <- attr(do, "Size"), then
for i < j ≤ n, the dissimilarity between (row) i and j is
do[n*(i-1) - i*(i-1)/2 + j-i].
The length of the vector is n*(n-1)/2, i.e., of order n^2.
The object has the following attributes (besides "class" equal
to "dist"):
Size |
integer, the number of observations in the dataset. |
Labels |
optionally, contains the labels, if any, of the observations of the dataset. |
Diag, Upper |
logicals corresponding to the arguments |
call |
optionally, the |
method |
optionally, the distance method used; resulting from
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 | ## Not run:
## predefined distance functions
# defining a matrix, where each row corresponds to one series
sample.matrix <- matrix(c(1:100), ncol = 10)
# euclidean distance
parDist(x = sample.matrix, method = "euclidean")
# minkowski distance with parameter p=2
parDist(x = sample.matrix, method = "minkowski", p=2)
# dynamic time warping distance
parDist(x = sample.matrix, method = "dtw")
# dynamic time warping distance normalized with warping path length
parDist(x = sample.matrix, method = "dtw", norm.method="path.length")
# dynamic time warping with different step pattern
parDist(x = sample.matrix, method = "dtw", step.pattern="symmetric2")
# dynamic time warping with window size constraint
parDist(x = sample.matrix, method = "dtw", step.pattern="symmetric2", window.size=1)
## multi-dimensional distance functions using list of matrices
# defining a list of matrices, where each list entry row corresponds to a two dimensional series
tmp.mat <- matrix(c(1:40), ncol = 10)
sample.matrix.list <- list(tmp.mat[1:2,], tmp.mat[3:4,])
# multi-dimensional euclidean distance
parDist(x = sample.matrix.list, method = "euclidean")
# multi-dimensional dynamic time warping
parDist(x = sample.matrix.list, method = "dtw")
## user-defined distance function
library(RcppArmadillo)
# Use RcppXPtrUtils for simple usage of C++ external pointers
library(RcppXPtrUtils)
# compile user-defined function and return pointer (RcppArmadillo is used as dependency)
euclideanFuncPtr <- cppXPtr(
"double customDist(const arma::mat &A, const arma::mat &B) {
return sqrt(arma::accu(arma::square(A - B)));
}", depends = c("RcppArmadillo"))
# distance matrix for user-defined euclidean distance function (note that method is set to "custom")
parDist(matrix(1:16, ncol=2), method="custom", func = euclideanFuncPtr)
## End(Not run)
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