Distance Matrix

Demonstration function to compute the distance matrix between two univariate or multivariate time series.

This function does not accept NA data in the matrices x and y.

Usage

psi_distance_matrix(x = NULL, y = NULL, distance = "euclidean")

Arguments

x

(required, zoo object or numeric matrix) a time series with no NAs. Default: NULL

y

(zoo object or numeric matrix) a time series with the same columns as x and no NAs. Default: NULL

distance

(optional, character vector) name or abbreviation of the distance method. Valid values are in the columns "names" and "abbreviation" of the dataset distances. Default: "euclidean".

Value

numeric matrix

See also

Other psi_demo: psi_auto_distance(), psi_auto_sum(), psi_cost_matrix(), psi_cost_path(), psi_cost_path_sum(), psi_distance_lock_step(), psi_equation()

Examples

#distance metric
d <- "euclidean"

#simulate two irregular time series
x <- zoo_simulate(
  name = "x",
  rows = 100,
  seasons = 2,
  seed = 1
)

y <- zoo_simulate(
  name = "y",
  rows = 80,
  seasons = 2,
  seed = 2
)

if(interactive()){
  zoo_plot(x = x)
  zoo_plot(x = y)
}

#distance matrix
dist_matrix <- psi_distance_matrix(
  x = x,
  y = y,
  distance = d
)

if(interactive()){
  utils_matrix_plot(
    m = dist_matrix
    )
}