LPWC

Lag Penalized Weighted Correlation for Time Series Clustering

CRAN Package

Computes a time series distance measure for clustering based on weighted correlation and introduction of lags. The lags capture delayed responses in a time series dataset. The timepoints must be specified. T. Chandereng, A. Gitter (2020) doi:10.1186/s12859-019-3324-1.


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