Corridor analysis

Create a corridor around the main diagonal. For long time series it may not make sense to evaluate recurrences on the longest time scales.

Usage

createCorridor(mat, lower, upper, value = NA, silent = TRUE)

Arguments

mat

A Matrix

lower

Lower diagonal to be included in the corridor (should be \(\le 0\))

upper

Upper diagonal to be included in the corridor (should be \(\ge 0\))

value

A single value to replace all values outside the corridor (default = NA)

silent

Operate in silence, only (some) warnings will be shown (default = TRUE)

Value

A matrix in which the values outside the corridor have been replaced

See also

Other Distance matrix operations (recurrence plot): bandReplace(), mat_di2bi(), mat_di2ch(), mat_di2we(), mat_hamming(), rp(), rp_lineDist(), rp_nzdiags(), rp_plot(), rp_size()

Author

Fred Hasselman

Examples

# Create a 10 by 10 matrix
library(Matrix)
m <- Matrix(rnorm(10),10,10)

createCorridor(m,-7,7,0)   # Set diagonals 10 9 and 8 to 0.
#> 10 x 10 sparse Matrix of class "dgCMatrix"
#>                                                                              
#>  [1,] -0.13399701 -0.13399701 -0.13399701 -0.13399701 -0.13399701 -0.13399701
#>  [2,] -1.91008747 -1.91008747 -1.91008747 -1.91008747 -1.91008747 -1.91008747
#>  [3,] -0.27923724 -0.27923724 -0.27923724 -0.27923724 -0.27923724 -0.27923724
#>  [4,] -0.31344598 -0.31344598 -0.31344598 -0.31344598 -0.31344598 -0.31344598
#>  [5,]  1.06730788  1.06730788  1.06730788  1.06730788  1.06730788  1.06730788
#>  [6,]  0.07003485  0.07003485  0.07003485  0.07003485  0.07003485  0.07003485
#>  [7,] -0.63912332 -0.63912332 -0.63912332 -0.63912332 -0.63912332 -0.63912332
#>  [8,] -0.04996490 -0.04996490 -0.04996490 -0.04996490 -0.04996490 -0.04996490
#>  [9,] -0.25148344 -0.25148344 -0.25148344 -0.25148344 -0.25148344 -0.25148344
#> [10,]  0.44479712  0.44479712  0.44479712  0.44479712  0.44479712  0.44479712
#>                                                      
#>  [1,] -0.13399701 -0.13399701 -0.13399701 -0.13399701
#>  [2,] -1.91008747 -1.91008747 -1.91008747 -1.91008747
#>  [3,] -0.27923724 -0.27923724 -0.27923724 -0.27923724
#>  [4,] -0.31344598 -0.31344598 -0.31344598 -0.31344598
#>  [5,]  1.06730788  1.06730788  1.06730788  1.06730788
#>  [6,]  0.07003485  0.07003485  0.07003485  0.07003485
#>  [7,] -0.63912332 -0.63912332 -0.63912332 -0.63912332
#>  [8,] -0.04996490 -0.04996490 -0.04996490 -0.04996490
#>  [9,] -0.25148344 -0.25148344 -0.25148344 -0.25148344
#> [10,]  0.44479712  0.44479712  0.44479712  0.44479712