recurrencePlot: Recurrence Plot

In nonlinearAnalysis: R package for nonlinear time series analysis

Description

Plot the recurrence matrix.

Usage

  recurrencePlot(takens = NULL, time.series, embedding.dim,
    time.lag, radius)

Arguments

time.series	The original time series from which the phase-space reconstruction is performed.
embedding.dim	Integer denoting the dimension in which we shall embed the time.series.
time.lag	Integer denoting the number of time steps that will be use to construct the Takens' vectors.
takens	Instead of specifying the time.series, the embedding.dim and the time.lag, the user may specify directly the Takens' vectors.
radius	Maximum distance between two phase-space points to be considered a recurrence.

Details

WARNING: This function is computationally very expensive. Use with caution.

Author(s)

Constantino A. Garcia

References

Zbilut, J. P. and C. L. Webber. Recurrence quantification analysis. Wiley Encyclopedia of Biomedical Engineering (2006).

nonlinearAnalysis documentation built on May 2, 2019, 6:11 p.m.