Cross Diagonal Recurrence Profiles

Usage

rqa_diagProfile2(
  y1,
  y2 = NULL,
  emDim = 1,
  emLag = 1,
  emRad = NULL,
  targetValue = 0.05,
  theiler = 0,
  corridor = NA,
  doEmbed = TRUE,
  chromatic = FALSE,
  AUTO = FALSE,
  method = c("Euclidean", "SBD")[1],
  doPlot = TRUE,
  silent = TRUE
)

Arguments

y1

A numeric vector or time series

y2

A numeric vector or time series for cross recurrence

emDim

The embedding dimensions

emLag

The embedding lag

emRad

The threshold (emRad) to apply to the distance matrix to create a binary or weighted matrix. If NULL, an unthresholded matrix will be created (default = NULL)

targetValue

A value passed to est_radius(...,type="fixed", targetMeasure="RR") if is.na(emRad)==TRUE.

theiler

Use a theiler window around the main diagonal (Line of Identity/Synchronisation) to remove auto-correlations at short time-lags:

0 will include the main diagonal in all RQA measure calculations.
1 will remove the main diagonal from all RQA measure calculations.
NA (default), will check if the matrix is symmetrical , if so, it will remove the diagonal by setting theiler = 1 (Line of Identity, Auto-RQA), if it is not symmetrical (Line of Synchronisation, Cross-RQA) it will set theiler = 0.
A value greater than 1 will remove that many diagonals around and including the diagonal from all RQA measure calculations. So theiler = 2 means exclude 2 diagonals around the main diagonal, including the main diagonal itself: [-1,0,1]. If theiler is a numeric vector of length(theiler) == 2 it is possible to exclude an asymmetrical window. The values are interpreted as end points in a sequence of diagonal ID's, e.g. theiler = c(-1,5) will exclude [-1,0,1,2,3,4,5]. If length(theiler) > 2, the values will be considered individual diagonal ID's, e.g. theiler = c(-3,-1,0,2,5), will exclude only those specific ID's. Also see the note.

doEmbed

If FALSE, a distance matrix will be returned that is not embedded by emDim and emLag (Multidimensional RQA). If y1 and/or y2 are data frames, the columns will be used as the state space dimensions (default = TRUE)

chromatic

Perform a chromatic RQA. This assumes the recurring values represent the labels of an unordered categorical variable (default = FALSE)

AUTO

Auto-recurrence? (default = FALSE)

method

Distance measure to use. Any option that is valid for argument method of proxy::dist(). Type proxy::pr_DB$get_entries() to see a list of all the options. Common methods are: "Euclidean", "Manhattan", "Minkowski", "Chebysev" (or the same but shorter: "L2","L1","Lp", "max" distance). To use the shape based distance for phase-based recurrence use "SBD" (default = "Euclidean")

doPlot

Plot the matrix by calling rp_plot() with default settings

silent

Silent-ish mode

Value

Data file with CDRP output