TSdist (version 3.7.1)

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, ...)

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.SPEC.LLR for more information.

Author

Usue Mori, Alexander Mendiburu, Jose A. Lozano.

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, 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.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)