distance_matrix_wasserstein {AnomalyScore} | R Documentation |
Distance matrix from based on the Wasserstein distance
Description
Pairwise distance matrix of a multivariate time series based on the Wasserstein distance between the empirical distribution of the series
Usage
distance_matrix_wasserstein(unit)
Arguments
unit |
A matrix representing a multivariate time series where each column is a univariate time series. |
Value
a matrix with pairwise distances
See Also
For more details, check the transport
package documentation on CRAN
Examples
X=matrix( rnorm(2000), ncol=10 )
distance_matrix_wasserstein(unit=X)
[Package AnomalyScore version 0.1 Index]