Lag Penalized Weighted Correlation for Time Series Clustering


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Documentation for package ‘LPWC’ version 1.0.0

Help Pages

best.lag Best Lag
comp.corr Computing corr
corr.bestlag Computes best lag correlation
findC Finding best C
prep.data Preparing Data
score Score of Lags
simdata Example datasets for LPC
weight Weight in correlation
weight.lag Weight Lag
wt.corr Weighted correlation