Someone knows if there are a software to compute the RQA measures to joint recurrence plots?
I am using the Webber program, but it works only to standart RP and to Cross RP...but there is nothing about joint RP. I could generate the JRP, but I don't know how to compute the RQA quantities. So, if exists a software to compute the RQA quantities with an RP input (a file with two columns (i, j), for example), it will works too.
Thank you very much.
Adriano
joint recurrence plot software
 Norbert
 Expert
 Posts: 175
 Joined: Wed Jan 4, 2006 11:03
 Affiliation (Univ., Inst., Dept.): Potsdam Institute for Climate Impact Research, Germany
 Location: Potsdam, Germany
 Location: Potsdam Institute for Climate Impact Research, Germany
Re: joint recurrence plot software
Can you use Matlab? Then you could use the CRP toolbox. Using this toolbox and with few lines of code you can compute RQA of JRPs. But may I ask why you need to compute the RQA measures from JRPs? What is your goal?
Norbert
Norbert

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Re: joint recurrence plot software
Indeed, Professor Marwan...It is a good question. Maybe it is a vicious behavior of the new students of RP's. We are always trying to analyze the things trough the RQA measures.
I faced the RP there are only 3 months, and my goal is to compare a financial time series with itself (but surrogated) and with a series constructed deterministically (with some criterion). But I think that a good comparison could be, beyond their separately RQA measures comparison, a cross RP or a joint RP. I don't know if there are great sense in all this, but i'm thinking yet.
Thanks for the answer an for the question!
Adriano
Universidade Estadual de Ponta Grossa  Brazil
I faced the RP there are only 3 months, and my goal is to compare a financial time series with itself (but surrogated) and with a series constructed deterministically (with some criterion). But I think that a good comparison could be, beyond their separately RQA measures comparison, a cross RP or a joint RP. I don't know if there are great sense in all this, but i'm thinking yet.
Thanks for the answer an for the question!
Adriano
Universidade Estadual de Ponta Grossa  Brazil
 Norbert
 Expert
 Posts: 175
 Joined: Wed Jan 4, 2006 11:03
 Affiliation (Univ., Inst., Dept.): Potsdam Institute for Climate Impact Research, Germany
 Location: Potsdam, Germany
 Location: Potsdam Institute for Climate Impact Research, Germany
Re: joint recurrence plot software
First, I forgot to mention that you can also use the "commandline recurrence plot" tool, which allows to calculate RQA from bivariate JRPs.
However, for your purpose it could be more interesting to compare the diagonalwise computed RR of the two data series, as it is performed to study phasesynchronisation by means of RPs. Have a look in N. Marwan, M. C. Romano, M. Thiel, J. Kurths: Recurrence Plots for the Analysis of Complex Systems, Physics Reports, 438(56), 237329, DOI:10.1016/j.physrep.2006.11.001, 2007 (Section 3.8.3).
Best regards
Norbert
(I'm not a professor)
However, for your purpose it could be more interesting to compare the diagonalwise computed RR of the two data series, as it is performed to study phasesynchronisation by means of RPs. Have a look in N. Marwan, M. C. Romano, M. Thiel, J. Kurths: Recurrence Plots for the Analysis of Complex Systems, Physics Reports, 438(56), 237329, DOI:10.1016/j.physrep.2006.11.001, 2007 (Section 3.8.3).
Best regards
Norbert
(I'm not a professor)

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Re: joint recurrence plot software
Dear Norbert,
I am interested in JRP as my data is multivariate in nature.
However, I dint actually how to compute the JRP`s in CRP toolbox in Matlab and the Commandline RP tool.
Can you please provide suitable examples for the calculation of the JRPRQA paramaters.
I could not get an idea so as how to compute the JRPRQA parameters from the given literature of the CRP Toolbox and the CRP Standalone Tool.
My Inputformat consists of a file in which each column represents a time series.
Please advice me how to proceed with using the CRP toolbox and the CRP Standalone Tool.
Thanks in Advance.
Shreyas
I am interested in JRP as my data is multivariate in nature.
However, I dint actually how to compute the JRP`s in CRP toolbox in Matlab and the Commandline RP tool.
Can you please provide suitable examples for the calculation of the JRPRQA paramaters.
I could not get an idea so as how to compute the JRPRQA parameters from the given literature of the CRP Toolbox and the CRP Standalone Tool.
My Inputformat consists of a file in which each column represents a time series.
Please advice me how to proceed with using the CRP toolbox and the CRP Standalone Tool.
Thanks in Advance.
Shreyas
 Norbert
 Expert
 Posts: 175
 Joined: Wed Jan 4, 2006 11:03
 Affiliation (Univ., Inst., Dept.): Potsdam Institute for Climate Impact Research, Germany
 Location: Potsdam, Germany
 Location: Potsdam Institute for Climate Impact Research, Germany
Re: joint recurrence plot software
Hi Shreyas,Shreyas wrote:Dear Norbert,
I am interested in JRP as my data is multivariate in nature.
However, I dint actually how to compute the JRP`s in CRP toolbox in Matlab and the Commandline RP tool.
Can you please provide suitable examples for the calculation of the JRPRQA paramaters.
I could not get an idea so as how to compute the JRPRQA parameters from the given literature of the CRP Toolbox and the CRP Standalone Tool.
My Inputformat consists of a file in which each column represents a time series.
Please advice me how to proceed with using the CRP toolbox and the CRP Standalone Tool.
Thanks in Advance.
Shreyas
using the CRP toolbox you can create a JRP by
Code: Select all
X = jrp(x,y);
Code: Select all
[m hl] = dl(X); % histogram hl for diagonal line length
[m hv] = tt(X); % histogram hv for vertical line length
Code: Select all
RR = mean(X(:));
DET = sum(hl(hl > 1)) / sum(hl)
LAM = sum(hv(hv > 1)) / sum(hv)
L = mean(hl(hl > 1))
TT = mean(hv(hv > 1))
The command line tool calculates directly the RQA measures. In order to calculate these measures from a JRP, just use the option J.
Best regards
Norbert

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Re: joint recurrence plot software
You can at least use the way back machine to have a look on the VRA web page and to download the software in Version 4.9:
ALICIAROHAIL