Description Usage Arguments Details Value Note References See Also Examples

View source: R/CalculateCorrelationDimension.R

Functions for estimating the correlation sum and the correlation dimension of the RR time series using phase-space reconstruction

1 2 3 4 5 6 7 8 9 10 11 12 | ```
CalculateCorrDim(HRVData,
indexNonLinearAnalysis = length(HRVData$NonLinearAnalysis),
minEmbeddingDim = NULL, maxEmbeddingDim = NULL, timeLag = NULL,
minRadius, maxRadius, pointsRadius = 20, theilerWindow = 100,
corrOrder = 2, doPlot = TRUE)
EstimateCorrDim(HRVData,
indexNonLinearAnalysis = length(HRVData$NonLinearAnalysis),
regressionRange = NULL, useEmbeddings = NULL, doPlot = TRUE)
PlotCorrDim(HRVData,
indexNonLinearAnalysis = length(HRVData$NonLinearAnalysis), ...)
``` |

`HRVData` |
Data structure that stores the beats register and information related to it |

`indexNonLinearAnalysis` |
Reference to the data structure that will contain the nonlinear analysis |

`minEmbeddingDim` |
Integer denoting the minimum dimension in which we shall embed the time series |

`maxEmbeddingDim` |
Integer denoting the maximum dimension in which we shall embed the time series. Thus,
we shall estimate the correlation dimension between |

`timeLag` |
Integer denoting the number of time steps that will be use to construct the Takens' vectors. |

`minRadius` |
Minimum distance used to compute the correlation sum C(r) |

`maxRadius` |
Maximum distance used to compute the correlation sum C(r) |

`pointsRadius` |
The number of different radius where we shall estimate C(r). Thus, we will estimate C(r) in pointsRadius between minRadius and maxRadius |

`theilerWindow` |
Integer denoting the Theiler window: Two Takens' vectors must be separated by more than theilerWindow time steps in order to be considered neighbours. By using a Theiler window, we exclude temporally correlated vectors from our estimations. |

`corrOrder` |
Order of the generalized correlation Dimension q. It must be greater than 1 (corrOrder>1). Default, corrOrder=2 |

`doPlot` |
Logical value. If TRUE (default), a plot of the correlation sum is shown |

`regressionRange` |
Vector with 2 components denoting the range where the function will perform linear regression |

`useEmbeddings` |
A numeric vector specifying which embedding dimensions should the algorithm use to compute the correlation dimension |

`...` |
Additional plot parameters. |

The correlation dimension is the most common measure of the fractal dimensionality of a geometrical object embedded in a phase space. In order to estimate the correlation dimension, the correlation sum is defined over the points from the phase space:

*C(r) = {number of points(xi,xj) verifying distance(xi,xj)<r}/N^2*

However, this estimator is biased when the pairs in the sum are not statistically independent. For example, Taken's vectors that are close in time, are usually close in the phase space due to the non-zero autocorrelation of the original time series. This is solved by using the so-called Theiler window: two Takens' vectors must be separated by, at least, the time steps specified with this window in order to be considered neighbours. By using a Theiler window, we exclude temporally correlated vectors from our estimations.

The correlation dimension is estimated using the slope obtained by performing a linear regression of
*log10(C(r)) Vs. log10(r)*. Since this dimension is supposed to be an invariant of the system, it should not
depend on the dimension of the Taken's vectors used to estimate it. Thus, the user should plot *log10(C(r)) Vs. log10(r)* for several embedding
dimensions when looking for the correlation
dimension and, if for some range *log10(C(r))* shows a similar linear behaviour in different embedding dimensions (i.e. parallel
slopes), these slopes are an estimate of the
correlation dimension. The *estimate* routine allows the user to get always an estimate of the correlation dimension,
but the user must check that there is a linear region in the correlation sum over different dimensions.
If such a region does not exist, the estimation should be discarded.

Note that the correlation sum C(r) may be interpreted as:
*C(r) = <p(r)>,*
that is: the mean probability of finding a neighbour in a ball of radius r surrounding
a point in the phase space. Thus, it is possible to define a generalization of the correlation dimension by writing:

*Cq(r) = <p(r)^(q-1)>.*

Note that the correlation sum

*C(r) = C2(r).*

It is possible to determine generalized dimensions Dq using the slope obtained by performing a linear regression of
*log10(Cq(r))\;Vs.\;(q-1)log10(r)*. The case q=1 leads to the information dimension, that is treated separately
in this package. The considerations discussed for the correlation dimension estimate
are also valid for these generalized dimensions.

The *CalculateCorrDim* returns the *HRVData* structure containing a *corrDim* object storing the results
of the correlation sum (see `corrDim`

) of the RR time series.

The *EstimateCorrDim* function estimates the correlation dimension of the
RR time series by averaging the slopes of the embedding dimensions specified in
the *useEmbeddings* parameter. The slopes are determined by performing a linear regression
over the radius' range specified in *regressionRange*.If *doPlot* is TRUE,
a graphic of the regression over the data is shown. The
results are returned into the *HRVData* structure, under the *NonLinearAnalysis* list.

*PlotCorrDim* shows two graphics of the correlation integral:
a log-log plot of the correlation sum Vs the radius and the local slopes of
*log10(C(r)) Vs log10(C(r)).*

This function is based on the `timeLag`

function from the
nonlinearTseries package.

In order to run *EstimateCorrDim*, it
is necessary to have performed the correlation sum before with *ComputeCorrDim*.

H. Kantz and T. Schreiber: Nonlinear Time series Analysis (Cambridge university press)

1 2 3 4 5 6 7 8 9 10 11 12 | ```
## Not run:
# ...
hrv.data = CreateNonLinearAnalysis(hrv.data)
hrv.data = CalculateCorrDim(hrv.data,indexNonLinearAnalysis=1,
minEmbeddingDim=2, maxEmbeddingDim=8,timeLag=1,minRadius=1,
maxRadius=15, pointsRadius=20,theilerWindow=10,
corrOrder=2,doPlot=FALSE)
PlotCorrDim(hrv.data,indexNonLinearAnalysis=1)
hrv.data = EstimateCorrDim(hrv.data,indexNonLinearAnalysis=1,
useEmbeddings=6:8,regressionRange=c(1,10))
## End(Not run)
``` |

RHRV documentation built on May 30, 2017, 2:21 a.m.

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