distance_matrix_mvLWS {AnomalyScore}R Documentation

Pairwise distance matrix based on the multivariate locally wavelet partial coherence

Description

Pairwise distance matrix based on the multivariate locally wavelet partial coherence

Usage

distance_matrix_mvLWS(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

Park, Timothy, Idris A. Eckley, and Hernando C. Ombao. "Estimating Time-Evolving Partial Coherence Between Signals via Multivariate Locally Stationary Wavelet Processes." IEEE Transactions on Signal Processing 62, no. 20 (October 2014): 5240-50. doi:10.1109/TSP.2014.2343937

Examples

X=matrix( rnorm(2000), ncol=10  )
distance_matrix_mvLWS(unit=X)

[Package AnomalyScore version 0.1 Index]