get_reversib: Get the reversibility of time series

Description Usage Arguments Value Author(s) References See Also Examples

View source: R/get_reversib.R

Description

Get the horizontal visibility graph of time series, and from that, test the reversibility

Usage

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get_reversib(xin, plt = TRUE)

Arguments

xin

vector or zoo-object

plt

logical; set to TRUE if plot is desired

Value

A list of

res

List with sub-items for clustering and degree. Large p-values indicate reversible, small p-values irreversible dynamics

A

Adjacency matrix

tvec

Sampling times

xin

Input data

Author(s)

Kira Rehfeld

References

TBD

See Also

degclust

Examples

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# nonlinear process
x<-zoo(rnorm(100)^2,order.by=generate_t())
out<-get_reversib(x,plt=)
out[["res"]][["clustering"]][["pval"]]
out[["res"]][["degree"]][["pval"]]

# linear/reversible process
y<-zoo(rnorm(100),order.by=generate_t())
out2<-get_reversib(y,plt=TRUE)
out2[["res"]][["clustering"]][["pval"]]
out2[["res"]][["degree"]][["pval"]]

krehfeld/nest documentation built on May 28, 2019, 12:33 a.m.