Chapter 8 Recurrence Quantification Analysis

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 casnet:

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 rp_cl().

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.