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 radius threshold on the distance measure that determines the global Recurrence Rate. If the radius is not provided it will be estimated with default settings using function est_radius (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