ERPDist: (Fast) Edit Distance with Real Penalty

In Jakob-Bach/FastTSDistances: Fast dissimilarity computations for time series

Description

Computes the Edit distance with real penalty as described by Chen and Ng (2004). The coding is inspired by the TSdist::ERPDistance() method, but faster because point-to-point distances computation is integrated into the C++ code.

Usage

ERPDist(x, y, gapValue)

Arguments

x	1st numeric vector/time series.
y	2nd numeric vector/time series.
gapValue	If an element of one series is not matched to the other series, its distance to the gapValue is computed instead (0 might be a sensible default for standardized series).

Value

The distance as double.

References

Chen, L., & Ng, R. (2004, August). On the marriage of lp-norms and edit distance. In Proceedings of the Thirtieth international conference on Very large data bases-Volume 30 (pp. 792-803). VLDB Endowment.

See Also

Other Edit distance functions: EDRDistMult_fast, EDRDistSakoeChibaMult_fast, EDRDistSakoeChiba_fast, EDRDist_fast, ERPDistMult_fast, ERPDistSakoeChibaMult_fast, ERPDistSakoeChiba_fast, ERPDistSakoeChiba, ERPDist_fast

Jakob-Bach/FastTSDistances documentation built on May 13, 2019, 1:15 p.m.