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 to be installed.

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 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)

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