dtw (version 0.4-2)

dtw-package: Dynamic Time Warp algorithms in R

Description

Dynamic Time Warp: find the optimal alignment between two time series.

Details

ll{ Package: dtw Type: Package Version: 0.4 Date: 2007-12-10 License: GPL-2 }

Comprehensive implementation of Dynamic Time Warping algorithms in R. Most variants of the algorithm are supported: symmetric, asymmetric and custom step patterns, with weighting (see stepPattern). Supports windowing: none, "Itakura" parallelogram, Sakoe-Chiba band, custom (see dtwWindowingFunctions). Handles query and template of arbitrary lengths. Multivariate matching and arbitrary definition for a distance function are supported via user-supplied local distance matrix.

Please see documentation for function dtw, which is the main entry point to the package.

A fast, compiled version of the algorithm is normally used. Should it not be available, a slower pure-R equivalent is automatically used as a fall-back.

The package home page is at http://dtw.r-forge.r-project.org. The command install.packages("dtw",repos="http://r-forge.r-project.org") should get you the development (possibly unstable) version.

References

TODO

See Also

dtw for the main entry point to the package; dtwWindowingFunctions for global constraints; stepPattern for local constraints; distance, outer for building a local cost matrix with multivariate timeseries and custom distance functions.

Examples

library(dtw);
 ## demo(dtw);