set.seed(123)
E <- 3
tau <- 1
Mx <- matrix(rnorm(200), nrow = 20)
My <- matrix(rnorm(200), nrow = 20)
Dx <- distanceMatrix(Mx, "minkowski")
Dy <- distanceMatrix(My, "minkowski")
SMx <- signatureSpace(Mx, E)
SMy <- signatureSpace(My, E)
PSMx <- patternSpace(SMx, E)
PSMy <- patternSpace(SMy, E)
CCSPAN <- (E - 1) * tau
NNSPAN <- E + 1
i <- 15
h <- 2
NNx <- pastNNsInfo(CCSPAN, NNSPAN, Mx, Dx, SMx, PSMx, i, h)
timesX <- NNx$times
projNNy <- projectedNNsInfo(My, Dy, SMy, PSMy, timesX, i, h)
pSY <- predictionY(E, projNNy, zeroTolerance = E - 1)$predictedSignatureY
pPY <- predictionY(E, projNNy, zeroTolerance = E - 1)$predictedPatternY[1]
rSY <- SMy[(i + h), ]
rPY <- PSMy[i + h]
signatureX <- SMx[i, ]
patternX <- PSMx[i, ]
weighted <- 0
pc <- fillPCMatrix(weighted, pPY, rPY, pSY, rSY, patternX, signatureX)
Run the code above in your browser using DataLab