distanceOscillation | R Documentation |
This positive distance is the mean squared differences between x
and
the y
, divided by the square of the number of times the x
oscillates around the y
(see note below for illustration).
distanceOscillation(x, y)
x, y |
numeric vectors of the same length. |
To illustrate this distance, suppose we observed a time series y
= c(1,3,5,7,5,3,1)
and we have two simulated time series x1 =
(3,5,7,9,7,5,3)
and x2 = (3,5,3,5,7,5,3)
; x1
is consistently
above y
and x2
oscillates around y
. While the squared
differences are the same, we obtain d(y, x1) = 4
and d(y, x2) =
1.3
.
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