recurr {tseriesChaos} | R Documentation |
Recurrence plot
recurr(series, m, d, end.time, eps, nt=10, ...)
series |
time series |
m |
embedding dimension |
d |
time delay |
end.time |
ending time (as no. of observations) |
eps |
neighbourhood threshold |
nt |
observations in each step |
... |
further parameters to be passed to plot |
Produces the recurrence plot, as proposed by Eckmann et al. (1987).
To reduce the number of points plotted (especially with highly sampled data), each nt
observations, one single point is plotted.
Antonio, Fabio Di Narzo
Eckmann J.P., Oliffson Kamphorst S. and Ruelle D., Recurrence plots of dynamical systems, Europhys. Lett., volume 4, 973 (1987)
recurr(lorenz.ts, m=3, d=2, end.time=800,eps=3, nt=5, pch='.', cex=2)