In bklimowski/tsar: Nonlinear Time Series Analysis in R

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

library(ntsar)
library(purrr)
library(dplyr)
set.seed(8314)

norm_walk <- cumsum(rnorm(1000))
cauchy_walk <- cumsum(rcauchy(1000, location = 0, scale = 0.1))
periodic_series <- sin(1:1000/50)^3 +
  cos(1:1000/20)^10

time_series <- list(norm_walk, cauchy_walk, periodic_series)
time_series_names <- list("norm_walk", "cauchy_walk", "periodic_series")
time_series %>% map2(time_series_names, ~plot(.x, type = 'l', main = .y))

Recurrence Graph

rec_matrix <- time_series %>% map(~recurrence_matrix(.x, eps = 0.3))

rec_matrix %>% map2(time_series_names,
                    ~image(.x,
                           main = .y,
                           col=gray.colors(2, start = 1, end = 0),
                           xaxt='n',
                           yaxt='n'))

bklimowski/tsar documentation built on Oct. 12, 2020, 7:34 a.m.