pdcDistTwoTS: Permutation Distribution Distance for Two Time Series

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

Description

Simplified version of the distance used for permutation distribution clustering as described by Brandmaier (2015). Shortens the high-level code a bit for the two time series case and handles some errors for short time series.

Usage

pdcDistTwoTS(x, y, subSequenceLength = NULL)

Arguments

x	1st numeric vector/time series (minimum length: 2 elements).
y	2nd numeric vector/time series (minimum length: 2 elements).
subSequenceLength	Number of elements which form each subsequence. Will be determined as integer in [2,7] by a heuristic if not provided.

Value

The distance as double from the range [0,4].

References

Brandmaier, A. M. (2011). Permutation distribution clustering and structural equation model trees (Doctoral dissertation, Universität des Saarlandes, Saarbrücken).

Brandmaier, A. M. (2015). pdc: An R Package for Complexity-Based Clustering of Time Series. Journal of Statistical Software, 67(5), 1-23.

See Also

Other PDC functions: pdcDistTSListMult, pdcDistTSList, pdcDistTwoTSMult, pdcEntropyHeuristicMult, pdcEntropyHeuristic, pdcEntropy

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