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(C++) Null Distribution of Dissimilarity Scores of Two Time Series

Source: R/RcppExports.R
null_psi_dynamic_time_warping_cpp.Rd

Applies permutation methods to compute null distributions for the psi scores of two time series. 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).

Usage

null_psi_dynamic_time_warping_cpp(
  x,
  y,
  distance = "euclidean",
  diagonal = TRUE,
  weighted = TRUE,
  ignore_blocks = FALSE,
  bandwidth = 1,
  repetitions = 100L,
  permutation = "restricted_by_row",
  block_size = 3L,
  seed = 1L
)

Arguments

x

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

y

(required, numeric matrix).

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: FALSE.

weighted

(optional, logical). If TRUE, diagonal is set to TRUE, and diagonal cost is weighted by a factor of 1.414214. Default: FALSE.

ignore_blocks

(optional, logical). If TRUE, blocks of consecutive path coordinates are trimmed to avoid inflating the psi distance. This argument has nothing to do with block_size!. Default: FALSE.

bandwidth

(required, numeric) Size of the Itakura parallelogram 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

repetitions

(optional, integer) number of null psi values to generate. Default: 100

permutation

(optional, character) permutation method. Valid values are listed below from higher to lower randomness:

  • "free": unrestricted shuffling of rows and columns. Ignores block_size.

  • "free_by_row": unrestricted shuffling of complete rows. Ignores block size.

  • "restricted": restricted shuffling of rows and columns within blocks.

  • "restricted_by_row": restricted shuffling of rows within blocks.

block_size

(optional, integer) block size in rows for restricted permutation. A block size of 3 indicates that a row can only be permuted within a block of 3 adjacent rows. Minimum value is 2. Default: 3.

seed

(optional, integer) initial random seed to use for replicability. Default: 1

Value

numeric vector

See also

Other Rcpp_dissimilarity_analysis: null_psi_lock_step_cpp(), psi_dynamic_time_warping_cpp(), psi_equation_cpp(), psi_lock_step_cpp()