tseriesChaos (version 0.1-9)

recurr: Recurrence plot

Description

Recurrence plot

Usage

recurr(series, m, d, start.time=start(series), end.time=end(series), ...)

Arguments

series

time series

m

embedding dimension

d

time delay

start.time

starting time window (in time units)

end.time

ending time window (in time units)

...

further parameters to be passed to filled.contour

warning

Be awared that number of distances to store goes as n^2, where n = length(window(series, start=start.time, end=end.time))!

Details

Produces the recurrence plot, as proposed by Eckmann et al. (1987). White is maximum distance, black is minimum.

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, start.time=15, end.time=20)