TSdist (version 3.6)

SpecLLRDistance: General Spectral Dissimilarity Measure Using Local-Linear Estima- tion of the Log-Spectra

Description

The dissimilarity of two numerical series of the same length is calculated based on the ratio between local linear estimations of the log-spectras.

Usage

SpecLLRDistance(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.SPEC.LLR for more information.

Value

d

The computed distance between the pair of series.

Details

This is simply a wrapper for the diss.SPEC.LLR function of package TSclust. As such, all the functionalities of the diss.SPEC.LLR 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 spec.isd distance between the two series using
# the default parameters. 

SpecLLRDistance(example.series1, example.series2)

# }