distance {disaggR} | R Documentation |
This function distance
computes the Minkowski distance of exponent p,
related to a tscomparison object, produced with in_sample
, in_disaggr
or
in_revisions
distance(x, p = 2)
x |
an object of class |
p |
an integer greater than 1L, or Inf. |
The meaning depends on the tscomparison function :
in_sample
will produce the low-frequency distance between the predicted
value and the response, on the coefficient calculation window.
in_disaggr
will produce the high-frequency distance between the inputs
(eventually, the sum of its contributions) and the benchmarked serie.
in_revisions
will produce the high-frequency distance between the two
benchmarked series (contributions distance isn't permitted).
a numeric of length 1, the distance.
in_sample in_disaggr in_revisions
benchmark <- twoStepsBenchmark(turnover,construction,include.rho = TRUE) distance(in_sample(benchmark,type="changes")) distance(in_disaggr(benchmark,type="contributions"),p=1L) distance(in_disaggr(benchmark,type="changes"),p=Inf)