distance function

Distance computation for disaggregations

Distance computation for disaggregations

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)

Arguments

  • x: an object of class tscomparison
  • p: an integer greater than 1L, or Inf.

Returns

a numeric of length 1, the distance.

Details

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 series.
  • in_revisions will produce the high-frequency distance between the two benchmarked series (contributions distance isn't permitted).

Examples

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)

See Also

in_sample in_disaggr in_revisions

  • Maintainer: Pauline Meinzel
  • License: MIT + file LICENSE
  • Last published: 2024-07-11