This chapter discusses how to conduct a large variety of recurrence-based time series analyses using R-package casnet. It is not the only
R package that can run recurrence analyses, the closest alternative to
casnet is probably package
crqa. It has a great tutorial paper by (Coco & Dale, 2014)). Several other packages have dedicated functions, e.g. package
nonlinearTseries has a function
RQA. There are also many options outside of the
R framework, see the Recurrence Plot webpage for a comprehensive list of software.
There are 2 main ways to run Recurrence Quantification Analyses in
- Using functions
- Using function
rp_clwhich will run Norbert Marwan’s commandline Recurrence Plots
The following examples will use the native
casnet functions, see the paragraph An R interface to Marwan’s commandline recurrence plots to learn about using
The first part of this vignette will demonstrate the basics of recurrence quantification using unordered categorical data. The second part will discuss RQA for continuous data. This will be a bit more formal with respect to defining the recurrence matrix and how to calculate the various RQA measures.