LPDistance {TSdist} | R Documentation |
Lp distances.
Description
Computes the distance based on the chosen Lp norm between a pair of numeric vectors.
Usage
LPDistance(x, y, method="euclidean", ...)
Arguments
x |
Numeric vector containing the first time series. |
y |
Numeric vector containing the second time series. |
method |
A value in "euclidean", "manhattan", "infnorm", "minkowski". |
... |
If method="minkowski" a positive integer value must be specified for |
Details
The distances based on Lp norms are computed between two numeric vectors using the following formulas:
Euclidean distance: \sqrt{(x_i-y_i)^2)}
Manhattan distance: \sum{|x_i-y_i|}
Infinite norm distance: \max{|x_i-y_i|}
Minkowski distance: \sqrt[p]{(x_i-y_i)^p)}
The two series must have the same length. Furthermore, in the case of the Minkowski distance, p
must be specified as a positive integer value.
Value
d |
The computed distance between the pair of series. |
Author(s)
Usue Mori, Alexander Mendiburu, Jose A. Lozano.
See Also
These distances are also implemeted in separate functions. For more information see EuclideanDistance
, ManhattanDistance
, MinkowskiDistance
and InfNormDistance
To calculate this distance measure using ts
, zoo
or xts
objects see TSDistances
. To calculate distance matrices of time series databases using this measure see TSDatabaseDistances
.
Examples
# The objects example.series1 and example.series2 are two
# numeric series of length 100 contained in the TSdist package.
data(example.series1)
data(example.series2)
# For information on their generation and shape see help
# page of example.series.
help(example.series)
# Compute the different Lp distances
# Euclidean distance
LPDistance(example.series1, example.series2, method="euclidean")
# Manhattan distance
LPDistance(example.series1, example.series2, method="manhattan")
# Infinite norm distance
LPDistance(example.series1, example.series2, method="infnorm")
# Minkowski distance with p=3.
LPDistance(example.series1, example.series2, method="minkowski", p=3)