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.
| 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.
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.
# NOT RUN {
data(crqa) ## load data
## cross-recurrence diagonal profile
drpdfromts(RDts1, RDts2, ws = 40, datatype = "categorical")
# }
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