(C++) Sum Distances Between Consecutive Samples in Two Time Series

Sum of auto-distances of two time series. This function switches between auto_sum_full_cpp() and auto_sum_path_cpp() depending on the value of the argument ignore_blocks.

Usage

auto_sum_cpp(x, y, path, distance = "euclidean", ignore_blocks = FALSE)

Arguments

x

(required, numeric matrix) of same number of columns as 'y'.

y

(required, numeric matrix) of same number of columns as 'x'.

path

(required, data frame) output of cost_path_orthogonal_cpp().

distance

(optional, character string) distance name from the "names" column of the dataset distances (see distances$name). Default: "euclidean"

ignore_blocks

(optional, logical). If TRUE, blocks of consecutive path coordinates are trimmed to avoid inflating the psi distance. Default: FALSE.

Value

numeric

See also

Other Rcpp_auto_sum: auto_distance_cpp(), auto_sum_full_cpp(), auto_sum_path_cpp(), subset_matrix_by_rows_cpp()

Examples

#simulate two time series
x <- zoo_simulate(seed = 1)
y <- zoo_simulate(seed = 2)

#distance matrix
dist_matrix <- distance_matrix_cpp(
  x = x,
  y = y,
  distance = "euclidean"
)

#least cost matrix
cost_matrix <- cost_matrix_orthogonal_cpp(
  dist_matrix = dist_matrix
)

#least cost path
cost_path <- cost_path_orthogonal_cpp(
  dist_matrix = dist_matrix,
  cost_matrix = cost_matrix
)

nrow(cost_path)
#> [1] 199

#remove blocks from least-cost path
cost_path_trimmed <- cost_path_trim_cpp(
  path = cost_path
)

nrow(cost_path_trimmed)
#> [1] 29

#auto sum
auto_sum_cpp(
  x = x,
  y = y,
  path = cost_path_trimmed,
  distance = "euclidean",
  ignore_blocks = FALSE
)
#> [1] 17.12273