ordinal_location_1 function

Computes the standard estimated location of an ordinal time series

ordinal_location_1 computes the standard estimated location of an ordinal time series UTF-8

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 normalize = FALSE (default), the value of the standard estimated location is returned. Otherwise, the function returns the normalized standard estimated location.

Returns

The standard estimated location.

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.

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

References

Rdpack::insert_ref(key="weiss2019distance",package="otsfeatures")

Author(s)

Ángel López-Oriona, José A. Vilar