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]