TSdist (version 3.6)

IntPerDistance: Integrated Periodogram based dissimilarity

Description

Calculates the dissimilarity between two numerical series of the same length based on the distance between their integrated periodograms.

Usage

IntPerDistance(x, y, ...)

Arguments

x

Numeric vector containing the first time series.

y

Numeric vector containing the second time series.

...

Additional parameters for the function. See diss.INT.PER for more information.

Value

d

The computed distance between the pair of series.

Details

This is simply a wrapper for the diss.INT.PER function of package TSclust. As such, all the functionalities of the diss.INT.PER function are also available when using this function.

References

Pablo Montero, Jos<U+00E9> A. Vilar (2014). TSclust: An R Package for Time Series Clustering. Journal of Statistical Software, 62(1), 1-43. URL http://www.jstatsoft.org/v62/i01/.

See Also

To calculate this distance measure using ts, zoo or xts objects see TSDistances. To calculate distance matrices of time series databases using this measure see TSDatabaseDistances.

Examples

# NOT RUN {
# The objects example.series1 and example.series2 are two 
# numeric series of length 100. 

data(example.series1)
data(example.series2)

# For information on their generation and shape see 
# help page of example.series.

help(example.series)

# Calculate the ar.mah distance between the two series using
# the default parameters. 

IntPerDistance(example.series1, example.series2)

# }