Comparison of python tslearn and R dtw implementations

dtw-py-vs-r.R

library(reticulate)
library(dtw)

use_condaenv("dtw")

tslearn <- import("tslearn")

tslearn$metrics$dtw(rep(0, 3), 1:4)

dtw(rep(0, 3), 1:4, keep.internals = T, step.pattern = symmetric1)[
  c("distance", "costMatrix")
]

dtw(dist(rep(0, 3), 1:4), keep.internals = T, step.pattern = symmetric1)[
  c("distance", "costMatrix")
]

dtw(dist(rep(0, 3), 1:4) ^ 2, keep.internals = T, step.pattern = symmetric1)[
  c("distance", "costMatrix")
]

sqrt(30)

idx <- seq(0, 6.28, len = 100);
x <- sin(idx) + runif(100) / 10;

y <- cos(idx)

tslearn$metrics$dtw(x, y)

sqrt(dtw(dist(x, y) ^ 2, step.pattern = symmetric1)[["distance"]])