Distance computation for disaggregations

This function distance computes the Minkowski distance of exponent p, related to a tscomparison object, produced with in_sample, in_disaggr or in_revisions

Usage

distance(x, p = 2)

Arguments

x

an object of class tscomparison

p

an integer greater than 1L, or Inf.

Value

a numeric of length 1, the distance.

Details

The meaning depends on the tscomparison function :

• in_sample will produce the low-frequency distance between the predicted value and the response, on the coefficient calculation window.

• in_disaggr will produce the high-frequency distance between the inputs (eventually, the sum of its contributions) and the benchmarked series.

• in_revisions will produce the high-frequency distance between the two benchmarked series (contributions distance isn't permitted).

See also

in_sample in_disaggr in_revisions

Examples

benchmark <- twoStepsBenchmark(turnover,construction,include.rho = TRUE)
distance(in_sample(benchmark,type="changes"))
#> [1] 1.554383
distance(in_disaggr(benchmark,type="contributions"),p=1L)
#> [1] 0.116331
distance(in_disaggr(benchmark,type="changes"),p=Inf)
#> [1] 1.936705