#include "recurrence_plot.h"

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.

Function Documentation

Calculate a (cross-)recurrence plot.

Given the input multivariate time-series $\vec{s}_1(t)$ and $\vec{s}_2(t)$ , calculate

$\vec{C}^{\vec{s}_1,\vec{s}_2}(t_1,t_2) = \Theta(\varepsilon - ||\vec{s}_1(t_1)-\vec{s}_2(t_2)||)$

If $\vec{s}_1(t)=\vec{s}_2(t)$ , it is a usual recurrence-plot, else it is a cross-recurrence plot (CRP).

Parameters:

	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: `fan=int` flag, whether to use a "fixed-amount of nearest neighbours" instead of the epsilon-ball. In this case, the epsilon argument is ignored optargs for the distance-function (optargs is passed 'as is' to this function)

Definition at line 51 of file recurrence_plot.c.

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.

Currently it takes O(n^2) but could probably be done faster.

Parameters:

Definition at line 130 of file recurrence_plot.c.

src/recurrence_plot.c File Reference