Least cost path between two time series x
and y
.
NA values must be removed from x
and y
before using this function.
If the selected distance function is "chi" or "cosine", pairs of zeros should
be either removed or replaced with pseudo-zeros (i.e. 0.00001).
cost_path_cpp(
x,
y,
distance = "euclidean",
diagonal = TRUE,
weighted = TRUE,
ignore_blocks = FALSE,
bandwidth = 1
)
data frame
(required, numeric matrix) multivariate time series.
(required, numeric matrix) multivariate time series with the same number of columns as 'x'.
(optional, character string) distance name from the "names"
column of the dataset distances
(see distances$name
). Default: "euclidean".
(optional, logical). If TRUE, diagonals are included in the computation of the cost matrix. Default: FALSE.
(optional, logical). If TRUE, diagonal is set to TRUE, and diagonal cost is weighted by y factor of 1.414214 (square root of 2). Default: FALSE.
(optional, logical). If TRUE, blocks of consecutive path coordinates are trimmed to avoid inflating the psi distance. Default: FALSE.
(required, numeric) Size of the Sakoe-Chiba band at both sides of the diagonal used to constrain the least cost path. Expressed as a fraction of the number of matrix rows and columns. Unrestricted by default. Default: 1
Other Rcpp_cost_path:
cost_path_diagonal_bandwidth_cpp()
,
cost_path_diagonal_cpp()
,
cost_path_orthogonal_bandwidth_cpp()
,
cost_path_orthogonal_cpp()
,
cost_path_slotting_cpp()
,
cost_path_sum_cpp()
,
cost_path_trim_cpp()