crqa (version 1.0.6)

crqa-package: Cross-Recurrence Quantification Analysis for Continuous and Categorial Time-series

Description

CRQA is a package to perform cross-recurrence quantification analysis between two time-series, of either categorical or continuous values. It provides different methods for profiling cross-recurrence, i.e., only looking at the diagonal recurrent points, as well as more in-depth measures of the whole cross-recurrence plot, e.g., percentage recurrence.

Details

Package:	crqa
Type:	Package
Version:	1.0
Date:	2013-09-20
License:	GPL >= 2

crqa: core cross recurrence function, which examines recurrent structures between time-series, which are time-delayed and embedded in higher dimensional space.

drpdfromts: cross-recurrence profile of two-times series

CTcrqa: calculates cross-recurrence of categorical time-series by means of Contingency Tables. Usefull if co-occurences between states has to be tracked.

optimizeParam: find the optimal radius, delay, and embedding dimension parameters to compute cross-recurrence of two continuous time-series.

runcrqa: Wrapper calling different methods to compute CRQA. For each method, an appropriate set of parameters should be chosen.

windowdrp: windowed-recurrence profile, similar to window cross-correlation analysis, it calculates how recurrence of the two time-series develop over time.

References

Webber Jr, C. L., and Zbilut, J. P. (2005). Recurrence quantification analysis of nonlinear dynamical systems. Tutorials in contemporary nonlinear methods for the behavioral sciences, 26-94. Marwan, N., and Kurths, J. Nonlinear analysis of bivariate data with cross recurrence plots. Physics Letters A 302.5 (2002): 299-307.

Examples

# NOT RUN {
data(crqa) ## load data 

## cross-recurrence diagonal profile
drpdfromts(RDts1, RDts2, ws = 40, datatype = "categorical")


# }