| Package: | crqa |
| Type: | Package |
| Version: | 2.0 |
| Date: | 2019-10-20 |
| License: | GPL >= 2 |
crqa: Core recurrence function, which examines
recurrent structures of a single rqa, two crqa,
or multidimensional time-series mdcrqa, which are
time-delayed and embedded in higher dimensional space.
The approach compares the phase space trajectories of
the time-series in the same phase-space when delays are
introduced. A distance matrix between the time-series,
delayed and embedded is calculated. Several measures
representative of the underlying dynamics of the system
are extracted.
drpfromts: Method to explore the diagonal profile of
the recurrence plot (Auto, Cross, or Multi-dimensional).
It returns the recurrence for different delays,
the maximal recurrence observed and the delay at which it occurred.
lorenzattractor: An implementation of the Lorenz dynamical system,
which describes the motion of a possible particle, which will
neither converge to a steady state, nor diverge to infinity;
but rather stay in a bounded but 'chaotically' defined
region, i.e., an attractor.
mdDelay:Estimates time delay for embedding of a
multi-dimensional dataset.
mdFnn: Computes the percentage of false nearest
neighbors for multidimensional time series as a function
of embedding dimension.
optimizeParam: Iterative procedure to examine the values
of delay, embedding dimension and radius
to compute recurrence plots of one, two,
or more time-series.
piecewiseRQA: This is a convenience function which breaks down
the computation of large recurrence plots into a collection of
smaller recurrence plots. It can ease speed and memory issues
if an appropriate size for the block is found.
plotRP: A convenience function to plot the RP matrix returned by
the crqa.
simts: A simple algorithm for producing a time-series that drives
a second time-series using parameters, which change independent and conditional
probability of an event to occur.
wincrqa: A recurrence plot is computed in overlapping
windows of a certain size for a number of delays smaller
than the size of the window; and measures of it extracted.
windowdrp: A recurrence plot is computed in overlapping
windows of a specified size for a number of
delays smaller than the size of the window.
In every window, the recurrence value for the
different delays is calculated.
A mean is then taken across the delays to obtain
a recurrence value in that particular window.