Description Usage Arguments Details Value Examples
Computes running L2 norm between between time-series x
and short-time pattern y
.
1 | RunningL2Norm(x, y, circular = FALSE)
|
x |
A numeric vector. |
y |
A numeric vector, of equal or shorter length than |
circular |
logical; whether running L2 norm is computed assuming
circular nature of |
Computes running L2 norm between between time-series x
and short-time pattern y
.
The length of output vector equals the length of x
.
Parameter circular
determines whether x
time-series is assumed to have a circular nature.
Assume l_x is the length of time-series x
, l_y is the length of short-time pattern y
.
If circular
equals TRUE
then
first element of the output vector corresponds to sample L2 norm between x[1:l_y]
and y
,
last element of the output vector corresponds to sample L2 norm between c(x[l_x], x[1:(l_y - 1)])
and y
.
If circular
equals FALSE
then
first element of the output vector corresponds to sample L2 norm between x[1:l_y]
and y
,
the l_x - W + 1-th element of the output vector corresponds to sample L2 norm between x[(l_x - l_y + 1):l_x]
,
last W-1
elements of the output vector are filled with NA
.
See runstats.demo(func.name = "RunningL2Norm")
for a detailed presentation.
A numeric vector.
1 2 3 4 5 6 7 8 9 10 11 12 13 | ## Ex.1.
x <- sin(seq(0, 1, length.out = 1000) * 2 * pi * 6)
y1 <- x[1:100] + rnorm(100)
y2 <- rnorm(100)
out1 <- RunningL2Norm(x, y1)
out2 <- RunningL2Norm(x, y2)
plot(out1, type = "l"); points(out2, col = "blue")
## Ex.2.
x <- sin(seq(0, 1, length.out = 1000) * 2 * pi * 6)
y <- x[1:100] + rnorm(100)
out1 <- RunningL2Norm(x, y, circular = TRUE)
out2 <- RunningL2Norm(x, y, circular = FALSE)
plot(out1, type = "l"); points(out2, col = "red")
|
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