MdCRQA
This repository contains R and Matlab functions for the computation of Multidimensional Cross-Recurrence Quantification Analysis (MdCRQA) from the paper "Multidimensional Cross-Recurrence Quantification Analysis (MdCRQA) – a method for quantifying correlation between multivariate time-series."
Install / Use
/learn @Wallot/MdCRQAREADME
MdCRQA
This repository contains R and Matlab functions for the computation of Multidimensional Cross-Recurrence Quantification Analysis (MdCRQA) from the paper "Multidimensional Cross-Recurrence Quantification Analysis (MdCRQA) – a method for quantifying correlation between multivariate time-series."
Repository Content
The mdcrqa.m and mdcrqa.R-functions compute multidimentional cross-recurrence plots and the associated cross-recurrence measures. The dcrp.m and dcrp.R-functions compute diagonal cross-recurrence profiles based on the cross-recurrence plots obtained from the mdcrqa-functions. The lorenzData.csv and roesslerDater.csv-files contain the data from the two dynamical systems used in the manuscript to illustrate the analysis.
Citation
Wallot, S. (2019). Multidimensional Cross-Recurrence Quantification Analysis (MdCRQA)–a method for quantifying correlation between multivariate time-series. Multivariate behavioral research, 54(2), 173-191. Doi: 10.1080/00273171.2018.1512846.
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