TSdist (version 3.7.1)

CDMDistance: Compression-based Dissimilarity measure

Description

Computes the dissimilarity between two numeric series based on their size after compression.

Usage

CDMDistance(x, y, ...)

Value

d

The computed distance between the pair of series.

Arguments

x

Numeric vector containing the first time series.

y

Numeric vector containing the second time series.

...

Additional parameters for the function. See diss.CDM for more information.

Author

Usue Mori, Alexander Mendiburu, Jose A. Lozano.

Details

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

References

Pablo Montero, José 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

# The objects example.series3 and example.series4 are two 
# numeric series of length 100 and 120.

data(example.series3)
data(example.series4)

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

help(example.series)

# Calculate the compression based distance between the two series using
# the default parameters. 

CDMDistance(example.series3, example.series4)