R: Dissimilarities based on Pearson's correlation

CorDistance {TSdist} | R Documentation

## Dissimilarities based on Pearson's correlation

### Description

Computes two different distance measure based on Pearson's correlation between a pair of numeric time series of the same length.

### Usage

    CorDistance(x, y, ...)

### Arguments

`x` | Numeric vector containing the first time series.
`y` | Numeric vector containing the second time series.
`...` | Additional parameters for the function. See `diss.COR` for more information.

### Details

This is simply a wrapper for the `diss.COR` function of package TSclust. As such, all the functionalities of the `diss.COR` function are also available when using this function.

### Value

`d` | The computed distance between the pair of series.

### Author(s)

Usue Mori, Alexander Mendiburu, Jose A. Lozano.

### References

Pablo Montero, José A. Vilar (2014). TSclust: An R Package for Time Series Clustering. Journal of Statistical Software, 62(1), 1-43. URL http://www.jstatsoft.org/v62/i01/.

Golay, X., Kollias, S., Stoll, G., Meier, D., Valavanis, A., & Boesiger, P. (1998). A new correlation-based fuzzy logic clustering algorithm for FMRI. Magnetic Resonance in Medicine, 40(2), 249–260.

### See Also

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`.

### Examples

    # The objects example.series1 and example.series2 are two
    # numeric series of length 100.

    data(example.series1)
    data(example.series2)

    # For information on their generation and shape see
    # help page of example.series.

    help(example.series)

    # Calculate the first correlation based distance between the series.

    CorDistance(example.series1, example.series2)

    # Calculate the second correlation based distance between the series
    # by specifying \eqn{beta}.

    CorDistance(example.series1, example.series2, beta=2)

[Package TSdist version 3.6 Index]