CTcrqa: Contingency Table Cross-Recurrence Quantification Analysis

Description

Recurrence is calculated by means of contingency tables, and it can only be used on categorical time-series. First, it finds the common state, or categories, shared by the two-times series, then it builds up a contingency table counting the co-occurrences of stateA-stateB between the two-series. The diagonal of the CT is where the recurrence profile is calculated, as along the diagonal, the states are identical.

Usage

CTcrqa(ts1, ts2, par)

Arguments

ts1

First time-series

ts2

Second time-series

par

A list of arguments to pass to the function: datatype = a string specifying whether the time-series is 'numerical' or 'categorical'. thrshd = a constant indicating the maximum difference between time-series lenghts that is tollerated. lags = a numerical vector for the delays, e.g., seq(1,100, 1)

Value

A cross-recurrence profile of the two time-series with length equal to the number of delays considered

References

Dale, R., Warlaumont, A. S. and Richardson, D. C. (2011). Nominal cross recurrence as a generalized lag sequential analysis for behavioral streams. International Journal of Bifurcation and Chaos, 21, 1153-1161. (special issue on recurrence)

Examples

Run this code

# NOT RUN {
## simulate two dichotomous series
tS = simts(0.25, 0.05, 0.2, 0.2, 0.25, 50)
ts1 = tS[1,]; ts2 = tS[2,]

## check data(crqa) for alternative data
## (e.g., RDts1, RDts2)

par = list(lags = seq(1, 40, 1), datatype = "categorical", thrshd = 8);
res = CTcrqa(ts1, ts2, par)

## show profile

plot(seq(1,length(res),1), res, xlab = "Delays",
ylab = "Recurrence", type = "l", lwd = 3)

# }