xwhy.distance.DTSDistance

Bases: BaseNumericDistance

DTS distance metric (Custom Implementation: Combination of AD and CVM).

Source code in src/xwhy/distance/distances.py

class DTSDistance(BaseNumericDistance):
    """DTS distance metric (Custom Implementation: Combination of AD and CVM)."""

    def _compute_1d(self, a: np.ndarray, b: np.ndarray) -> float:
        n, xy_sorted, x2_sorted, y2_sorted = self._prepare_ecdf_data(a, b)

        res = 0.0
        e_cdf = 0.0
        f_cdf = 0.0
        g_cdf = 0.0
        power = 1

        for i in range(n - 2):
            e_cdf += x2_sorted[i]
            f_cdf += y2_sorted[i]
            g_cdf += 1 / n
            sd = (n * g_cdf * (1 - g_cdf)) ** 0.5
            height = abs(f_cdf - e_cdf)
            width = xy_sorted[i + 1] - xy_sorted[i]

            res += ((height / sd) ** power) * width

        return float(res)