tsdist_voi: Variation of Information distance

In ts2net: From Time Series to Networks

Variation of Information distance

Description

The variation of information (VoI) is a distance function based on mutual information.

Usage

tsdist_voi(
  ts1,
  ts2,
  nbins = c("sturges", "freedman-diaconis", "scott"),
  method = "emp"
)

Arguments

ts1	Array. Time series 1
ts2	Array. Time series 2
nbins	The number of bins used for the discretization of both time series. It can be a positive integer or a string with one of the three rules "sturges" (default), "freedman-diaconis", or "scott".
method	The name of the entropy estimator used in the functions mutinformation() and entropy() from the infotheo package.

Value

Distance

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