https://github.com/cran/dtw
Tip revision: da02fed50f656619ef5518cab97c0d00fb23d318 authored by Toni Giorgino on 08 January 2008, 00:00:00 UTC
version 1.4-3
version 1.4-3
Tip revision: da02fed
dtwDist.Rd
\name{dtwDist}
\alias{dtwDist}
\title{Compute a dissimilarity matrix}
\description{Compute the dissimilarity matrix between
a set of single-variate timeseries. }
\usage{
dtwDist(m,...)
# dist(m,y,method="DTW")
}
\arguments{
\item{m}{numeric matrix, containing timeseries as rows}
\item{y}{numeric matrix, containing timeseries as rows (for cross-distance)}
\item{...}{arguments passed to the \code{\link{dtw}} call}
}
\value{
A square matrix in which element
\code{[i,j]} holds the Dynamic Time Warp distance between
row \code{i} (query) and \code{j} (template) of \code{m}, i.e.
\code{dtw(m[i,],m[j,])$distance}.
}
\details{
Compute a dissimilarity matrix, akin to \code{\link{dist}}, based on
the Dynamic Time Warping definition of a distance between
single-variate timeseries.
This function returns a square matrix, whereas the \code{dist} object
is lower-triangular. This makes sense because in general the DTW
"distance" is not symmetric (see e.g. asymmetric step patterns).
If a proper \code{\link{dist}} object is desired, a suitable
conversion strategy has to be chosen (see examples).
}
\note{
Preferably, use the \code{\link[pkg:proxy]{dist}} function of package
\pkg{proxy}; the DTW distance is registered as \code{method="DTW"}.
}
\seealso{Other "distance" functions are: \code{\link{dist}},
\code{\link[pkg:vegan]{vegdist}} in package \code{vegan},
\code{\link[pkg:analogue]{distance}} in package \code{analogue}, etc.
}
\examples{
## symmetric step pattern => symmetric dissimilarity matrix;
## no problem coercing it to a dist object:
m <- matrix(0,ncol=3,nrow=4)
m <- row(m)
dtwDist(m)
as.dist(dtwDist(m))
dist(m,method="DTW");
## asymmetric step pattern: we can either disregard part of the pairs
## (as.dist), or average with the transpose
mm <- matrix(runif(12),ncol=3)
dm <- dtwDist(mm,step=asymmetric)
as.dist(dm)
as.dist((dm+t(dm))/2)
## check definition
stopifnot(dm[2,1]==dtw(mm[2,],mm[1,],step=asymmetric)$distance)
}
\author{Toni Giorgino}
\keyword{ts}