ordinal_location_1 {otsfeatures} | R Documentation |
Computes the standard estimated location of an ordinal time series
Description
ordinal_location_1
computes the standard estimated location
of an ordinal time series
Usage
ordinal_location_1(series, states, distance = "Block", normalize = FALSE)
Arguments
series |
An OTS. |
states |
A numerical vector containing the corresponding states. |
distance |
A function defining the underlying distance between states. The Hamming, block and Euclidean distances are already implemented by means of the arguments "Hamming", "Block" (default) and "Euclidean". Otherwise, a function taking as input two states must be provided. |
normalize |
Logical. If |
Details
Given an OTS of length T
with range \mathcal{S}=\{s_0, s_1, s_2, \ldots, s_n\}
(s_0 < s_1 < s_2 < \ldots < s_n
),
\overline{X}_t=\{\overline{X}_1,\ldots, \overline{X}_T\}
, the function computes the standard
estimated location given by \widehat{x}_{loc, d}=
argmin_{s \in \mathcal{S}}\frac{1}{T}\sum_{t=1}^Td\big(\overline{X}_t, s\big)
,
where d(\cdot, \cdot)
is a distance between ordinal states.
Value
The standard estimated location.
Author(s)
Ángel López-Oriona, José A. Vilar
References
Weiß CH (2019). “Distance-based analysis of ordinal data and ordinal time series.” Journal of the American Statistical Association.
Examples
estimated_location <- ordinal_location_1(series = AustrianWages$data[[100]],
states = 0 : 5) # Computing the standard location estimate
# for one series in dataset AustrianWages using the block distance