runKLDVecVec: KL Divergence of a two time series (runKLDVecVec)

In jcpetkovich/rspatiotemp:

Description

Convert time series data to SAX, compute each distribution then graph the KL divergence between the two sequences

Usage

runKLDVecVec(rawData1, rawData2, saxGroupSize, saxAlphabetSize, delay,
  dMarkovSize, disStep, disWindowSize, k)

Arguments

rawData1	A vector of the first set of raw data/time series data
rawData2	A vector of the first set of raw data/time series data
saxGroupSize	The group size when converting data into SAX representation
saxAlphabetSize	The alphabet size when converting data into SAX representation
delay	The number of zeros to pad on the hidden sequence before converting to SAX in order to delay it
dMarkovSize	The size when grouping observed data to predict the next hidden state
disStep	The step size of sampling when computing the distribution
disWindowSize	The size of the sample when computing the distribution
k	The maximum number of nearest neighbours when computing the KL divergence

Value

This function does not return anything. However it does plot a graph of the KLD

jcpetkovich/rspatiotemp documentation built on May 18, 2019, 10:26 p.m.