recurr {tseriesChaos}R Documentation

Recurrence plot

Description

Recurrence plot

Usage

recurr(series, m, d, end.time, eps, nt=10, ...)

Arguments

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

Details

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.

Author(s)

Antonio, Fabio Di Narzo

References

Eckmann J.P., Oliffson Kamphorst S. and Ruelle D., Recurrence plots of dynamical systems, Europhys. Lett., volume 4, 973 (1987)

Examples

recurr(lorenz.ts, m=3, d=2, end.time=800,eps=3, nt=5, pch='.', cex=2)

[Package tseriesChaos version 0.1-2 Index]