PDCDistance {TSdist}

Permutation Distribution Distance

Description

Calculates the permutation distribution distance between two numerical series of the same length.

Usage

PDCDistance(x, y, ...)

Arguments

x

Numeric vector containing the first time series.

y

Numeric vector containing the second time series.

...

Additional parameters for the function. See pdcDist for more information.

Details

This is simply a wrapper for the pdcDist function of package pdc. As such, all the functionalities of the pdcDist function are also available when using this function.

Value

d

The computed distance between the pair of series.

Author(s)

Usue Mori, Alexander Mendiburu, Jose A. Lozano.

References

Andreas M. Brandmaier (2015). pdc: An R package for Complexity-Based Clustering of Time Series. Journal of Statistical Software, Vol 67, Issue 5.

Pablo Montero, José A. Vilar (2014). TSclust: An R Package for Time Series Clustering. Journal of Statistical Software, 62(1), 1-43. URL http://www.jstatsoft.org/v62/i01/.

See Also

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. 

data(example.series1)
data(example.series2)

# For information on their generation and shape see 
# help page of example.series.

help(example.series)

# Calculate the normalized compression based distance between the two series 
# using the default parameters.

PDCDistance(example.series1, example.series2)