tsdist_cor: Absolute, positive, or negative correlation distance.

In ts2net: From Time Series to Networks

Absolute, positive, or negative correlation distance.

Description

Considering r the person correlation coefficient, this function returns either 1 - abs(r) if cor_type=="abs", 1 - pmax(0, r) if cor_type == "+", or 1 - pmax(0, r * -1) if cor_type == "-". Another possibility is to run a significance test to verify if the r is significant.

Usage

tsdist_cor(ts1, ts2, cor_type = "abs", sig_test = FALSE, sig_level = 0.01, ...)

Arguments

ts1	Array. Time series 1
ts2	Array. Time series 2
cor_type	String. "abs" (default), "+", or "-". "abs" considers the correlation absolute value. "+" only positive correlations and "-" only negative correlations.
sig_test	Run a statistical test. Return 0 if significant or 1 otherwise.
sig_level	The significance level to test if correlation is significant.
...	Additional parameters to cor.test() function.

Value

Real value [0,1] where 0 means perfect positive (or negative if positive_cor==FALSE) correlation and 1 no positive (or negative if positive_cor==FALSE) correlation.

ts2net documentation built on June 9, 2022, 9:06 a.m.