getFANRM2: getFANRM2: creates a fixed amount of neighbours (FAN) matrix...

Description Usage Arguments Details Value Author(s) References

View source: R/getFANRM2.R

Description

This function creates a fixed amount of neighbours (FAN) matrix via console from a time series. To create a FAN matrix via interface, see the function createFAN.

Usage

1
getFANRM2(selTs, embedDim, lagDelay, threshold, theilerWin, fan)

Arguments

selTs

A univarate time series in KarsTS format.

embedDim

The embedding dimension.

lagDelay

The delay (in lags).

threshold

The threshold.

theilerWin

The Theiler's window (in lags).

fan

The fixed amount of neighbours.

Details

In case you do not want to embed your time series, set embedDim to 1 and lagDelay to 0. If you do not want to apply a Theiler's window, set theilerWin to 0. The threshold will determine in the first place the number of neighbors of each point; then, the fixed amount of neighbours will determine how many of those are kept. For example, if a point A has 10 neighbors (according to the threshold) and the fan is 5, the point A will have 5 neighbors in the output matrix. However, if a point B has only 4 neighbors (according to the threshold), the number of neighbors of B in the output matrix will be 4. If you want a matrix with a truly fixed amount of neighbors, give the threshold a value high enough to render it useless.

Value

A list containing the X and Y positions of the recurrent points in the FAN recurrence matrix.

Author(s)

Marina Saez Andreu

References

Marwan,R., Romano, M.C., Thiel,M., Kurths,J.(2007): Recurrence plots for the analysis of complex systems. Physics Reports 438, 237-329.


KarsTS documentation built on Jan. 16, 2021, 5:07 p.m.