Compute the barycenter (weighted average) of functional data using the
Soft-DTW distance. The barycenter minimizes the sum of Soft-DTW distances
to all input curves.
Usage
softdtw.barycenter(fdataobj, gamma = 1, max.iter = 100, tol = 1e-05)
Arguments
- fdataobj
An object of class 'fdata'.
- gamma
Smoothing parameter (> 0). Default is 1.0.
- max.iter
Maximum number of iterations. Default is 100.
- tol
Convergence tolerance. Default is 1e-5.
Value
An object of class 'fdata' containing the barycenter curve,
with attributes n.iter and converged.
References
Cuturi, M. and Blondel, M. (2017). Soft-DTW: a Differentiable Loss Function
for Time-Series. Proceedings of the 34th International Conference on
Machine Learning (ICML).
Examples
fd <- fdata(matrix(rnorm(200), 20, 10), argvals = seq(0, 1, length.out = 10))
bc <- softdtw.barycenter(fd, gamma = 1.0)