psi_ls_cpp

Computes the psi dissimilarity score between two time series
observed at the same times. Time series <code>y</code> and <code>x</code> with the same
number of columns and rows. NA values should be removed 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).

Fast C++ implementation of Dynamic Time Warping for time series dissimilarity analysis, with applications in environmental monitoring and sensor data analysis, climate science, signal processing and pattern recognition, and financial data analysis. Built upon the ideas presented in Benito and Birks (2020) <doi:10.1111/ecog.04895>, provides tools for analyzing time series of varying lengths and structures, including irregular multivariate time series. Key features include individual variable contribution analysis, restricted permutation tests for statistical significance, and imputation of missing data via GAMs. Additionally, the package provides an ample set of tools to prepare and manage time series data.

Blas M. Benito

distantia

Advanced Toolset for Efficient Time Series Dissimilarity
Analysis

psi_ls_cpp function

<dl><dt>x</dt>
<dd>(required, numeric matrix) of same number of columns as 'y'.</dd>
<dt>y</dt>
<dd>(required, numeric matrix) of same number of columns as 'x'.</dd>
<dt>distance</dt>
<dd>(optional, character string) distance name from the "names"
column of the dataset <code>distances</code> (see <code>distances$name</code>). Default: "euclidean".</dd></dl>

Arguments

(C++) Psi Dissimilarity Score of Two Aligned Time Series — psi_ls_cpp

<dl>

<dt>x</dt>
<dd>(required, numeric matrix) of same number of columns as 'y'.</dd>


<dt>y</dt>
<dd>(required, numeric matrix) of same number of columns as 'x'.</dd>


<dt>distance</dt>
<dd>(optional, character string) distance name from the "names"
column of the dataset <code>distances</code> (see <code>distances$name</code>). Default: "euclidean".</dd>

</dl>

psi_ls_cpp: (C++) Psi Dissimilarity Score of Two Aligned Time Series

Description

Usage

Value

Arguments

See Also