averageTimeSeriesMult_fast: Average Multivariate Time Series

Description Usage Arguments Value

Description

Multiplies a list of multivariate time series with a weight vector and sums up the result to get a weighted average.

Usage

1

Arguments

tsList

A list of NumericMatrix all having the same length.

weights

A vector of weights, having the same length as the list.

Value

The weighted average of the series from the list.


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