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distantia  

Assessing Dissimilarity Between Multivariate Time Series
View on CRAN: Click here


Download and install distantia package within the R console
Install from CRAN:
install.packages("distantia")

Install from Github:
library("remotes")
install_github("cran/distantia")

Install by package version:
library("remotes")
install_version("distantia", "1.0.2")



Attach the package and use:
library("distantia")
Maintained by
Blas M. Benito
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2019-07-04
Latest Update: 2019-10-28
Description:
Provides tools to assess the dissimilarity between multivariate time-series. It is based on the psi measure described by Birks and Gordon (1985 ), which computes dissimilarity between irregular time-series constrained by sample order. However, in this package the original idea has been extended to work with any kind of multivariate time-series, no matter whether they are regular, irregular, aligned or unaligned. Furthermore, the package allows to assess the significance of dissimilarity values by applying a restricted permutation test, allows to measure the contribution of individual variables to dissimilarity, and offers tools to transfer attributes (generally time or age, but other are possible) between sequences based on the similarity of their samples.
How to cite:
Blas M. Benito (2019). distantia: Assessing Dissimilarity Between Multivariate Time Series. R package version 1.0.2, https://cran.r-project.org/web/packages/distantia. Accessed 21 Nov. 2024.
Previous versions and publish date:
1.0.0 (2019-07-04 11:20), 1.0.1 (2019-08-06 13:40)
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