TSdist (version 3.7.1)

NCDDistance: Normalized Compression based distance

Description

Calculates a normalized distance between two numerical series based on their compressed sizes.

Usage

NCDDistance(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.NCD for more information.

Author

Usue Mori, Alexander Mendiburu, Jose A. Lozano.

Details

This is simply a wrapper for the diss.NCD function of package TSclust. As such, all the functionalities of the diss.NCD 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 respectively. 

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

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

help(example.series)

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

NCDDistance(example.series3, example.series4)