tseriesChaos (version 0.1-2)

recurr: Recurrence plot

Description

Recurrence plot

Usage

recurr(series, m, d, end.time, eps, nt=10, ...)

Arguments

series

time series

m

embedding dimension

d

time delay

end.time

ending time (as no. of observations)

eps

neighbourhood threshold

nt

observations in each step

...

further parameters to be passed to plot

Details

Produces the recurrence plot, as proposed by Eckmann et al. (1987). To reduce the number of points plotted (especially with highly sampled data), each nt observations, one single point is plotted.

References

Eckmann J.P., Oliffson Kamphorst S. and Ruelle D., Recurrence plots of dynamical systems, Europhys. Lett., volume 4, 973 (1987)

Examples

recurr(lorenz.ts, m=3, d=2, end.time=800,eps=3, nt=5, pch='.', cex=2)