dif_TP {Coinprofile}R Documentation

Closest differences


Finds closest differences between two sets of turning points


dif_TP(dato1, dato2, minmax = 1)



A vector of data


A vector of data2


Indicator variable 1 minimum, 2 maximum


From Martinez et al. (2016): "When the number of turning points in the two time series that are being compared is not the same, we recommend choosing the pairs of turning points, i.e. peak–peak and trough–trough, in the following way: take the first peak of the first time series, then compute the chronological difference with each one of the peaks of the second time series and choose the peak in this time series that leaves the smallest algebraic difference. Now, consider the second peak of the first time series and compute the differences with all the peaks of the second one but the peaks that precedes the one chosen in the previous step. Take from the second time series that for which the difference is the smallest. This procedure for pairing peaks is repeated until either all the peaks in the first time series have been considered or all the peaks in the second series have been exhausted."


Differences between turning points


x <- rnorm(100)
y <- rnorm(100)

[Package Coinprofile version 0.1.9 Index]