CRP Toolbox Reference

crqad_big

Purpose

Computes and plots the diagonalwise CRQA measures of long data series.

Syntax

    crqad_big(x)
    crqad_big(x,y)
    y=crqad_big(x,y,m,t,e,w)
    y=crqad_big(x,y,m,t,e,[],'param1','param2',...)

Description

Recurrence quantification analysis of diagonals in the cross recurrence plot of the vectors x and y as well as x and -y for the diagonals within the range [-w,w] around the main diagonal. The output is a structure (see below).

The input vectors can be multi-column vectors, where each column will be used as a component of the phase-space vector. However, if the first column is monotonically increasing, it will be used as an time scale for plotting.

Parameters

Dimension m, delay t, the size of neighbourhood e and the range size w are the first five numbers after the data series; if w=[] then the whole plot will be calculated. Further parameters can be used to switch between various methods of finding the neighbours of the phasespace trajectory, to suppress the normalization of the data and to suppress the GUI (useful in order to use this programme by other programmes).

Methods of finding the neighbours.
   'maxnorm' Maximum norm.
   'euclidean' - Euclidean norm.
   'minnorm' Minimum norm.
   'rr' Maximum norm, fixed recurrence rate.

Normalization of the data series.
   'normalize' - Normalization of the data.
   'nonormalize' - No normalization of the data.

Suppressing the GUI.
   'gui' - Creates the GUI and the output plot.
   'nogui' - Suppresses the GUI and the output plot.
   'silent' - Suppresses all output.

Output
   y.RRp - Recurrence rate for (x,y).
   y.RRm - Recurrence ratefor (x,y).
   y.DETp - Determinism (x,y).
   y.DETm - Determinism (x,-y).
   y.Lp - Averaged diagonal length (x,y).
   y.Lm - Averaged diagonal length (x,-y).

Parameters not needed to specify.

Limitations

In contrast to crqad, only maximum, Euclidean and minimum norm are available.

Examples

    a=sin(0:.1:800)+randn(1,8001);
    b=sin(0:.1:800)+randn(1,8001);
    crqad_big(a,b,3,15,.1,50,'euc')

Remarks

A GUI for this task is under development.

See Also

crqa, crqad, crp, dl, tt

References

Marwan, N., Kurths, J.: Nonlinear analysis of bivariate data with cross recurrence plots, Phys. Lett. A, 302, 2002.

crqad dl