crqa (version 1.0.9)

drpdfromts: Cross-Recurrence diagonal profile of two time-series

Description

Quick method to explore the cross-recurrence diagonal profile of two-time series. It returns the recurrence observed for different delays, the maximal recurrence observed, and the delay at which it occurred.

Usage

drpdfromts(ts1, ts2, ws, datatype, radius, 
delay, embed, rescale, normalize, mindiagline, minvertline, tw)

Arguments

ts1

First time-series

ts2

Second time-series

ws

A constant indicating the range of delays (positive and negative) to explore

datatype

A string indicating whether the time-series consist of "categorical", or "continuous" datatype

radius

A threshold, cut-off, constant used to decide whether two points are recurrent or not.

delay

The delay unit by which the series are lagged.

embed

The number of embedding dimension for phase-reconstruction, i.e., the lag intervals.

rescale

Rescale the distance matrix; if rescale = 0 (do nothing); if rescale = 1 (mean distance of entire matrix); if rescale = 2 (maximum distance of entire matrix).

normalize

Normalize the time-series; if normalize = 0 (do nothing); if normalize = 1 (Unit interval); if normalize = 2 (z-score).

mindiagline

A minimum diagonal length of recurrent points. Usually set to 2, as it takes a minimum of two points to define any line.

minvertline

A minimum vertical length of recurrent points.

tw

The Theiler window parameter

Value

A list with the following arguments:

profile

A vector of recurrence (ranging from 0,1) with length equal to the number of delays explored

maxrec

Maximal recurrence observed between the two-series

maxlag

Delay at which maximal recurrence is observed

See Also

windowdrp

Examples

# NOT RUN {
data(crqa)

res = drpdfromts(RDts1, RDts2, ws = 100,
datatype = "categorical", radius = 0.001, 
delay = 1, embed = 1, rescale = 0, normalize = 0, 
mindiagline = 2, minvertline = 2, tw = 0)

profile = res$profile

plot(seq(1,length(profile),1), profile, type = "l", lwd = 5,
     xaxt = "n", xlab = "Lag", ylab = "Recurrence")

# }