Recurrence Plot

Description

Plot the recurrence matrix.

Usage

1
2
  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).