cost_path_cpp function

Least Cost Path

Least cost path between two time series x and y. NA values must be removed from x and y before using this function. If the selected distance function is "chi" or "cosine", pairs of zeros should be either removed or replaced with pseudo-zeros (i.e. 0.00001).

cost_path_cpp(
  x,
  y,
  distance = "euclidean",
  diagonal = TRUE,
  weighted = TRUE,
  ignore_blocks = FALSE,
  bandwidth = 1
)

Arguments

• x: (required, numeric matrix) multivariate time series.
• y: (required, numeric matrix) multivariate time series with the same number of columns as 'x'.
• distance: (optional, character string) distance name from the "names" column of the dataset distances (see distances$name). Default: "euclidean".
• diagonal: (optional, logical). If TRUE, diagonals are included in the computation of the cost matrix. Default: TRUE.
• weighted: (optional, logical). Only relevant when diagonal is TRUE. When TRUE, diagonal cost is weighted by y factor of 1.414214 (square root of 2). Default: TRUE.
• ignore_blocks: (optional, logical). If TRUE, blocks of consecutive path coordinates are trimmed to avoid inflating the psi distance. Default: FALSE.
• bandwidth: (required, numeric) Size of the Sakoe-Chiba band at both sides of the diagonal used to constrain the least cost path. Expressed as a fraction of the number of matrix rows and columns. Unrestricted by default. Default: 1

Returns

data frame

See Also

Other Rcpp_cost_path: cost_path_diagonal_bandwidth_cpp(), cost_path_diagonal_cpp(), cost_path_orthogonal_bandwidth_cpp(), cost_path_orthogonal_cpp(), cost_path_slotting_cpp(), cost_path_sum_cpp(), cost_path_trim_cpp()