EuclideanDistance {TSdist} | R Documentation |
Computes the Euclidean distance between a pair of numeric vectors.
EuclideanDistance(x, y)
x |
Numeric vector containing the first time series. |
y |
Numeric vector containing the second time series. |
The Euclidean distance is computed between the two numeric series using the following formula:
D=\sqrt{(x_i - y_i) ^ 2)}
The two series must have the same length. This distance is calculated with the help of the dist
function of the proxy
package.
d |
The computed distance between the pair of series. |
Usue Mori, Alexander Mendiburu, Jose A. Lozano.
David Meyer and Christian Buchta (2015). proxy: Distance and Similarity Measures. R package version 0.4-14. http://CRAN.R-project.org/package=proxy
This function can also be invoked by the wrapper function LPDistance
.
Furthermore, to calculate this distance measure using ts
, zoo
or xts
objects see TSDistances
. To calculate distance matrices of time series databases using this measure see TSDatabaseDistances
.
# The objects example.series1 and example.series2 are two
# numeric series of length 100 contained in the TSdist package.
data(example.series1)
data(example.series2)
# For information on their generation and shape see help
# page of example.series.
help(example.series)
# Compute the Euclidean distance between them:
EuclideanDistance(example.series1, example.series2)