R Graphical Manual

Last data update: 2014.03.03

R: Recurrence plot

recurr

R Documentation

Recurrence plot

Recurrence plot

recurr(series, m, d, start.time=start(series), end.time=end(series), ...)

`series`	time series
`m`	embedding dimension
`d`	time delay
`start.time`	starting time window (in time units)
`end.time`	ending time window (in time units)
`...`	further parameters to be passed to `filled.contour`

Produces the recurrence plot, as proposed by Eckmann et al. (1987). White is maximum distance, black is minimum.

Be awared that number of distances to store goes as n^2, where n = length(window(series, start=start.time, end=end.time))!

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, start.time=15, end.time=20)