psi_dtw_cpp function

(C++) Psi Dissimilarity Score of Two Time-Series

Computes the psi score of two time series y and x

with the same number of columns. NA values should be removed 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).

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

Arguments

• x: (required, numeric matrix) of same number of columns as 'y'.
• y: (required, numeric matrix) time series.
• 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.

Returns

numeric

See Also

Other Rcpp_dissimilarity_analysis: psi_equation_cpp(), psi_ls_cpp(), psi_null_dtw_cpp(), psi_null_ls_cpp()