Computes an orthogonal least-cost path within a cost matrix. Each steps within the least-cost path either moves in the x or the y direction, but never diagonally.
dist_matrix: (required, numeric matrix). Distance matrix between two time series.
cost_matrix: (required, numeric matrix). Cost matrix generated from dist_matrix.
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
Examples
#simulate two time seriesx <- zoo_simulate(seed =1)y <- zoo_simulate(seed =2)#distance matrixdist_matrix <- distance_matrix_cpp( x = x, y = y, distance ="euclidean")#least cost matrixcost_matrix <- cost_matrix_orthogonal_cpp( dist_matrix = dist_matrix
)#least cost pathcost_path <- cost_path_orthogonal_cpp( dist_matrix = dist_matrix, cost_matrix = cost_matrix
)
cost_path
See Also
Other Rcpp_cost_path: cost_path_cpp(), cost_path_diagonal_bandwidth_cpp(), cost_path_diagonal_cpp(), cost_path_orthogonal_cpp(), cost_path_slotting_cpp(), cost_path_sum_cpp(), cost_path_trim_cpp()