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

Computes the psi dissimilarity score between two time series observed at the same times. Time series y and x with the same number of columns and rows. 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

psi_lock_step_cpp(x, y, distance = "euclidean")

Arguments

x

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

y

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

distance

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

Value

numeric

See also

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