diss_cor: Dissimilarity Index Combining Temporal Correlation and Raw...
In dangulod/ECTools: Economic Capital Tools
Description
Usage
Arguments
Details
Value
References
Description
Computes an adaptive dissimilarity index between two time series that covers both dissimilarity on
raw values and dissimilarity on temporal correlation behaviors.
Usage
1
Arguments
SERIES
data
...
Details
dissimilarity measures based on the Pearson correlation factor between two series
Value
The computed distance.
References
Chouakria-Douzal, A. and Nagabhushan P. N. (2007) Adaptive dissimilarity index for measuring
time series proximity. Adv. Data Anal. Classif., 1(1), 5<e2><80><93>21.
Montero, P and Vilar, J.A. (2014) TSclust: An R Package for Time Series Clustering. Journal of
Statistical Software, 62(1), 1-43. http://www.jstatsoft.org/v62/i01/.
dangulod/ECTools documentation built on May 4, 2019, 3:19 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Details Value References
Description
Computes an adaptive dissimilarity index between two time series that covers both dissimilarity on raw values and dissimilarity on temporal correlation behaviors.
Usage
1 |
Arguments
SERIES |
data |
... |
Details
dissimilarity measures based on the Pearson correlation factor between two series
Value
The computed distance.
References
Chouakria-Douzal, A. and Nagabhushan P. N. (2007) Adaptive dissimilarity index for measuring time series proximity. Adv. Data Anal. Classif., 1(1), 5<e2><80><93>21.
Montero, P and Vilar, J.A. (2014) TSclust: An R Package for Time Series Clustering. Journal of Statistical Software, 62(1), 1-43. http://www.jstatsoft.org/v62/i01/.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.