BIDistances (version 0.1.3)

twed: twed

Description

twed

Usage

twed(Values1, Values2, Time1, Time2, Nu = 1, Lambda = 1, Degree = 2)

Value

List with elements

TWED

TWED distance between time series Values1 (Time1) and Values2 (Time2)

DPMatrix

[1:n, 1:m] Numeric matrix

Arguments

Values1

[1:N1] Numeric vector with values of the first time series.

Values2

[1:N1] Numeric vector with values of the second time series.

Time1

[1:N1] Numeric vector with time stamps of the first time series.

Time2

[1:N1] Numeric vector with time stamps of the second time series.

Nu

Optional, Numeric: Elasticity parameter - nu >=0 needed for distance measure.

Lambda

Optional, Numeric: Penalty for deletion operation.

Degree

Optional, Integer: Degree of the p norm for local cost.

Author

Quirin Stier

Examples

twed(1:10, 1:10, 1:10, 1:10)