STATUS: unstable Functions using nonlinear systems-theory and recurrence-plots. More...
#include "mathadd.h"
#include "nonlinear.h"
#include "clustering.h"
#include "definitions.h"
#include "warping.h"
#include <gsl/gsl_sort_double.h>
Go to the source code of this file.
Defines | |
#define | RPLOT_FAN 1 |
#define | RPLOT_NONE 0 |
Functions | |
Array * | recplot (const Array *s1, const Array *s2, Array *out, double epsilon, OptArgList *optargs) |
Calculate a (cross-)recurrence plot. | |
double * | recplot_calculate_epsilons (Array *s1, Array *s2, double *eps, int fan) |
calculate epsilons for each i such that a fixed amount of neighbours is included. |
STATUS: unstable Functions using nonlinear systems-theory and recurrence-plots.
Definition in file recurrence_plot.h.
#define RPLOT_FAN 1 |
Definition at line 36 of file recurrence_plot.h.
#define RPLOT_NONE 0 |
Definition at line 35 of file recurrence_plot.h.
Array* recplot | ( | const Array * | s1, | |
const Array * | s2, | |||
Array * | out, | |||
double | epsilon, | |||
OptArgList * | optargs | |||
) |
Calculate a (cross-)recurrence plot.
Given the input multivariate time-series and, calculate
If, it is a usual recurrence-plot, else it is a cross-recurrence plot (CRP).
s1,s2 | (multivariate) signals used to construct the recurrence plot (1D or 2D arrays) | |
out | the recurrence plot or NULL -> memory is alloc'ed; for convenience, the recurrence plot is a double-matrix | |
epsilon; | either a number given a fixed criterion for the distance between points in phase space or: a fixed amount of nearest neighbours, if flags contains RPLOT_FAN | |
optargs | may contain:
|
Definition at line 51 of file recurrence_plot.c.
calculate epsilons for each i such that a fixed amount of neighbours is included.
Currently it takes O(n^2) but could probably be done faster.
s1 | 2D-array (matrix), N x p | |
s2 | 2D-array (matrix), N x p | |
eps | N-doubles or NULL | |
fan | number of neighbours |
Definition at line 130 of file recurrence_plot.c.