NEWS.md

In morenococo/crqa: Unidimensional and Multidimensional Methods for Recurrence Quantification Analysis

crqa (cross-recurrence quantification analysis)

crqa 2.0.6

• Rewritten jspd.f from 77 to Fortran compiler 90/95 (jspd.f90)

• Substituted the plotRP function with a more modern and customizable plot_rp function which is build on top of the ggplot2() ecosystem

• Added a method check to crqa() such that it will stop, rather than simply default, if one of the methods available is not correctly specified

• When method "mdcrqa" is used within crqa(), time-series will be z-scored using the scale() function as to keep each time-series independently

• Removed the plot3D option from lorenzattractor.R and so the dependency to this package.

• Fixed the mdFnn function such that the first estimate for the embedding parameter is contingent on the data structure. Also, relaxed the constraint that the size of the data matrix must be bigger 1, so that the function can be used with unidimensional time series.

• In optimizeParam(), when estimating false.nearest we incorporate the identified optimal delay and (if it exists) the user-specified maximum embedding dimension.

crqa 2.0.5

• Amended plotRP() to handle better visualization

• Checked calculation of categorical entropy (catH) and adjusted threshold to < .01 to compute it

• Fixed issues with introducing RPs as argument for wincrqa

crqa 2.0.4

• Mostly fixed a couple of minor issues with wincrqa()

• Added a warning in wincrqa() when users set delay and embedding dimension bigger than window size.

• Added the calculation of nr. of windows for method rqa, i.e., unidimensional recurrence, which was missing

• Removed from crqa_package.Rd information about package version as it was conflicting with DESCRIPTION

• Added proper article CITATION to the package

crqa 2.0.3

• Fixed minor bug on drpfromts() when method was mdcrqa. The argument datatype was forcing the input data to be in vector form, and should instead be left as a matrix. Added if statement to check (line 25)

crqa 2.0.1

• Fixed bug on wincrqa() and windowdrp() to run windowed RQA on multidimensional data.
  • Simplified output of wincrqa() now returning a dataframe
  • Included new import from FSA() package to use diags() function.

crqa 2.0.0

• Major features

• Extension of recurrence analysis to multidimensional time-series data, and significant update of computational procedures in crqa()

  • Added arguments: method, metric and datatype
  • Improved method for phase-space reconstruction (line 207:237)
  • Included computation of categorical entropy (line 411:420)
  • Removal of argument checkl

• Simplified structure of functions and better division between core and ancillary functions:

  • crqa_helpers contains several functions previously exported (e.g., theiler or tt) that are now only accessed internally by the crqa() package.

• New functions mdDelay() and mdFnn() to estimate Average Mutual Information and False Nearest Neighbours of multidimensional time-series.

• Experimental piecewiseRQA() function created to better handle the computational load of large time-series.

• optimizeParam() now works also with multidimensional time-series.

• Minor features

• Deprecated functions: CTcrqa(), runcrqa(), calcphi(), takephi()

• On crqa()

  • improved error checking and warning messages (line 133:170)
  • added two more ways of rescaling the distance matrix (line 252:272)

• On plotRP() added arguments to improve the plotting of Recurrence Plots

• drpdfromts() is now called drpfromts() and it has been rewritten to align with the new version of crqa().

• A convenience function called numerify in crqa_helpers is automatically called when a user inputs categorical series (i.e., it contains either characters or factors) and this function is used to recode the levels of such time-series into numerical codes (to run crqa). A warning is send to the user when crqa().

• windowdrp() has been rewritten to align with the new version of crqa().

• wincrqa() has been rewritten to align with the new version of crqa() and better names for the output were provided.

crqa 1.0.9

• On drpdfromts() removed a left over constant used for testing (line: 42)

crqa 1.0.8

• Improvements and bug fixes

• On drpdfromts() fixed initialisation of dimensions for empty RP (line: 52)

crqa 1.0.7

• New functions

• plotRP() convenience function based on the standard plot() to visualize a Recurrence Plot

• Improvements and bug fixes

• On crqa() added a few more checks (stop) if the data inputted did not comply with the function, and send a warning message.

• drpdfromts() entirely rewritten around crqa() to better deal with continuous valued time-series.

• runcrqa() fixed to fit with the revised functions: drpdfromts() and windowdrp(),

• tt() fixed rBind (line 23 and 91) which was deprecated from the Matrix() package.

• windowdrp()entirely rewritten around the new version of drpdfromts()

• wincrqa() adjusted indexing of windows (line: 40:41)

crqa 1.0.6

• New functions

• ami() externalised from optimizeParam()

• lorenzattractor() simulates and plots 3D data from a Lorenz Attractor

• Improvements and bug fixes

• On crqa() include a stop (line: 95:100) if time-series were shorter than their phase space reconstructed portaits

• On optimizeParam() included argument typeami to set the type of ami() desired (either, minimum dip or maximum lag)

crqa 1.0.5

• Improvements and bug fixes

• On checkts(). added argument pad (line: 38:67), which gives the option, in case of series of different length to extend the shortest sequence either with mean value (if the variable is in a continuous scale) or with a random label not present in either series (if the variable is categorical).

• On crqa():

  • Added default values for arguments in the call of the function.
  • Included the argument side to select the region of the Recurrence Plot to extract measures on
  • Included the argument checkl, a wrapper to call the function checkts() directly inside this function.

• On optimizeParam():

  • Added arguments min.rec and max.rec to the call.
  • Added argument within par (fnnpercent) to estimate False Nearest Neighbours based on a percentage reduction with respect to first dimension (line: 199:241)
  • Simplified code throughout and markedly improved the estimation of the radius (line: 299:360)

• On runcrqa() included argument pad in the call to work with the revised version of checkts()

• On wincrqa() added calculation of TREND (line: 64:87)

crqa 1.0.4

• crqa 1.0.3 did not pass CRAN check because of DESCRIPTION (Depends field) and was resubmitted as 1.0.4.

crqa 1.0.3

• New function

• Added theiler() function to choose the separation between values on the time series when specifying a delay reconstruction vector, i.e., the Theiler window.

• Improvements and bug fixes

• On crqa() added theiler window (theiler(), line: 170:175)

• On optimizeParam() improved calculation of average mutual information (line 56:119), and added estimation of radius within user specified expected recurrence values (line 237:284)

• On runcrqa() added missing arguments when calling wincrqa() (line 104-110:112)

• On tt() simplified calculation of laminarity (line 65)

• On wincrqa() added missing arguments in the function call to exploit better functionality in crqa()

crqa 1.0.2

• On tt() added in line comments as header of function.

crqa 1.0.1

• Improvements and bug fixes

• On crqa(): Implementation of embedding dimensions and phase space reconstruction, added in line comments in the code.

crqa 1.0

First version of the package featuring the following original functions:

• calcphi
• checkts
• crqa
• CTcrqa
• drpdfromts
• optimizeParam
• runcrqa
• simts
• spdiags
• takephi
• tt
• wincrqa
• windowdrp

morenococo/crqa documentation built on Jan. 10, 2025, 9:04 p.m.