Confidence Intervals for RP-measures

General discussions and questions about recurrence plot related methods.

Confidence Intervals for RP-measures

Postby David » Mon Jun 22, 2015 15:36


I was wondering how to compute the confidence intervals for e.g. DET/LAM measures like mentioned in the following paper with the CRP toolbox or by using some functions from it respectively: Marwan, N., Schinkel, S., & Kurths, J. (2013). Recurrence plots 25 years later —Gaining confidence in dynamical transitions

On the RP website I found this link: ... ml#example but it seems to me these functions compute the CI's of the "local" distributions i.e. windowed RP's rather then one "global" CI's like in the paper above.

I appreciate any help

Thanks in advance

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Re: Confidence Intervals for RP-measures

Postby Norbert » Tue Jul 7, 2015 21:42

Hi David,

yes, Stefan's solution on the Humboldt university website is different. It relates to this paper:
    S. Schinkel, N. Marwan, O. Dimigen, J. Kurths: Confidence bounds of recurrence-based complexity measures, Physics Letters A, 373(26), 2245–2250 (2009). DOI:10.1016/j.physleta.2009.04.045

For the 2013 paper I have some prototypical code. It was my plan to polish it and include this code in the CRP Toolbox for MATLAB. Unfortunately, I have not yet found time to do it. :?
No idea, when it will find its way into the toolbox. Sorry.

Best wishes
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