R: Cross-Recurrence diagonal profile of two time-series
drpdfromts
R Documentation
Cross-Recurrence diagonal profile of two time-series
Description
Quick method to explore the cross-recurrence diagonal
profile of two-time series. It returns the recurrence
observed for different delays, the maximal recurrence
observed, and the delay at which it occurred.
Usage
drpdfromts(t1, t2, ws, datatype, radius)
Arguments
t1
First time-series
t2
Second time-series
ws
A constant indicating the range of delays
(positive and negative) to explore
datatype
A string indicating whether the
time-series consist of "categorical", or "continuous"
datatype
radius
A threshold, cut-off, constant used
to decide whether two points are recurrent or not.
Value
A list with the following arguments:
profile
A vector of recurrence (ranging from 0,1)
with length equal to the number of delays explored
maxrec
Maximal recurrence observed between the
two-series