Massively Parallel RQA analysis — rqa

Calculate (C)RQA measures without creating a recurrence matrix. Can handle very large time series and requires package future.apply::future.apply to be installed.

Usage

rqa_par(
  y1,
  y2 = NULL,
  emDim = 1,
  emLag = 1,
  emRad = NULL,
  theiler = NA,
  includeDiagonal = NA,
  AUTO = NULL,
  DLmin = 2,
  VLmin = 2,
  HLmin = 2,
  DLmax = NA,
  VLmax = NA,
  HLmax = NA,
  weighted = FALSE,
  weightedBy = "si",
  method = c("Euclidean", "SBD")[1],
  rescaleDist = c("none", "maxDist", "meanDist")[1],
  targetValue = 0.05,
  chromatic = FALSE,
  recurrenceTimes = FALSE,
  doPlot = FALSE,
  doEmbed = TRUE,
  anisotropyHV = FALSE,
  asymmetryUL = FALSE,
  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)

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.

AUTO

Auto-recurrence? (default = FALSE)

DLmin

Minimal diagonal line length (default = 2)

VLmin

Minimal vertical line length (default = 2)

HLmin

Minimal horizontal line length (default = 2)

DLmax

Maximal diagonal line length (default = length of diagonal -1)

VLmax

Maximal vertical line length (default = length of diagonal -1)

HLmax

Maximal horizontal line length (default = length of diagonal -1)

weighted

If FALSE a binary matrix will be returned. If TRUE every value larger than emRad will be 0, but values smaller than emRad will be retained (default = FALSE)

weightedBy

After setting values smaller than emRad to 0, what should the recurrent values represent? The default is to use the state space similarity (distance/proximity) values as weights ("si"). Other option are "rt" for recurrence time and "rf" for recurrence time frequency (default = "si")

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")

rescaleDist

Should the distance matrix be rescaled? Options are "none", "maxDist" to create a unit scale, "meanScale" to creat z-scores based on the mean distance. (default = "none")

targetValue

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

chromatic

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

recurrenceTimes

Return measures based on 'white lines', the recurrence times (default = FALSE)

doPlot

Plot the matrix by calling rp_plot() with default settings

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)

anisotropyHV

Return anisotropy ratio measures based on Horizontal and Vertical lines. The ratios are calculated as (horizontal - vertical) / (horizontal + vertical). So a value of 0 means no anisotropy, negative ratios indicate the measures based on vertical lines had higher values, positive ratios indicate the measures based on horizontal lines had higher values (default = FALSE)

asymmetryUL

Return asymmetry ratio measures based on Upper and Lower triangles. The ratios are calculated as (upper - lower) / (upper + lower). So a value of 0 means no asymmetry, negative ratios indicate the measures based on the lower triangle had the higher values, positive ratios indicate measures based on the upper triangle had higher values (default = FALSE)

silent

Silent-ish mode

...

Any parameters to pass to rp_plot() if doPlot = TRUE

Value

RQA