The correlation dissimilarity dd between two observations
x_ix_i and x_jx_j is based on the Perason's
correlation coefficient () and it can be computed as
follows:
d(x_i, x_j) = 12((1 - (x_i, x_j)))d(x_i, x_j) = 1/2 (1 - (x_i, x_j))
The above formula is used when ws = NULL
.
On the other hand (when ws != NULL
) the moving correlation
dissimilarity between two observations x_ix_i and x_jx_j
is computed as follows:
d(x_i, x_j; ws) = 12 ws_k=1^p-ws1 - (x_i,(k:k+ws), x_j,(k:k+ws))d(x_i, x_j) = 1/(2 ws)_(k=1)^p-ws(1 - (x_(i,k:k+ws), x_(j,k:k+ws)))
where wsws represents a given window size which rolls sequentially
from 1 up to p - wsp - ws and pp is the number of
variables of the observations.
The function does not accept input data containing missing values.