Hello, I am trying to cluster multivariate time series with the R package TSclust. I have a dataset of 45 companies with 10 years information on 6 variables. I understand from the TSclust package manual that the first step is choosing the dissimilarity meassure we are going to use. However I cannot find a function in TSclust that gives the dissimilarity between multivariate time series? Could you please let me know which would be the right function? If there is a function, could you please let me know which form should have the input data for this function? Thanks! Gloria
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