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joint vs CRP

PostPosted: Thu Mar 30, 2006 14:58
by geo
Dear Norbert,

I did not completely grasp the difference between joint RP's and CRP's but get it now. Thanks again. I will report back with results.

Thanks ,


Re: joint vs CRP

PostPosted: Thu Mar 6, 2008 14:58
by Jessica
Hi, all

I have the same question. Would you like to explain the difference, please? Thanks a lot.

Re: joint vs CRP

PostPosted: Fri Mar 7, 2008 10:37
by Norbert
Hi Jessica,

a CRP tests for the simultaneous occurrences of similar states in two different systems, whereas a JRP tests for the simultaneous occurrences of recurrences in two different states (where the states can be really very different).

Further explanations with regard to an application can be found here

I hope it helps and answers your question. Don't hesitate to ask if you still need to know something more. We are glad to answer every question.

Best regards

Re: joint vs CRP

PostPosted: Tue Jan 21, 2014 10:47
by faris
I tried to use multi time series for JRQA but I think it doesn't work. I tried to use 6 channels of time series but it doesn't work. Could you give me an example? .. or your toolbox is bugged ?

Re: joint vs CRP

PostPosted: Mon Feb 3, 2014 20:23
by Norbert
as explained in the help of the jrp function, it is working only for two time series. but you can simply create your own JRP by multiplying separate single RPs:
Code: Select all
(in this particulat example, do not expect to get a JRP with many points because the probability of finding simultaneous recurrences at the same times in 4 different random processes is vanishing)